Do natural phenomena affect stocks’ yield in Israel?

Nissim Ben David, Levkovitch Liran and Skalka Eshel

Applied Financial Economics, 2012, vol. 22, issue 2, 127-133

Abstract: This article examines the connection between elements of nature, such as wind velocity, temperature, moon phases, earthquakes and hours of daylight, and the yield of the major index in the Israeli stock exchange. We find that felt earthquakes do not have an affect on yield, while rainy days have a negative affect while wind speed and temperature have a mixed affect.

Date: 2012
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DOI: 10.1080/09603107.2011.605753

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