Table 6 Significance test results of meteorological dimension.

From: A study of impact of climate change on the U.S. stock market as exemplified by the NASDAQ 100 index constituents

Time window

2000–2009

2010–2019

MCAR

P

MCAR

P

[− 10, − 1]

0.0035956

0.0000***

 − 0.0005223

0.0009***

[− 5, − 1]

0.0008252

0.0162**

 − 0.0005553

0.0000***

[− 3, − 1]

 − 0.0004599

0.0669*

 − 0.0007627

0.0000***

[1, 3]

0.0002555

0.1638

 − 0.0009274

0.0000***

[1, 5]

0.0008757

0.0007***

 − 0.0012374

0.0000***

[1, 10]

0.0013802

0.0000***

 − 0.0025335

0.0000***

[1, 20]

0.0009991

0.0019***

 − 0.0032708

0.0000***

  1. *P < 0.1.
  2. **P < 0.05.
  3. ***P < 0.01.
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