在此篇論文中，我們主要參考 Yim Loughran and Paul Schultz 在其” Weather, Stock Returns, and the impact of Localized Trading Behavior”一文中的精神，試著去判定在台灣寶島上人們的交易行為是否存在著『Local bias』的現象。而在確定了人們的交易行為存有『Local bias』的現象後，我們再試圖去釐清究竟天氣的狀況以及股票的報酬之間是否會有一固定的關係。藉著虛擬變數迴歸分析方法的使用以及九二一大地震以及那莉颱風事件的選取，我們發現在台灣寶島上確實存在著『Local bias』的交易型態，而在其後的『天氣狀況與股票報酬』的關係檢測上，於使用OLS簡單迴歸模型以及Logit迴歸分析的方法後，我們並無法找出天氣以及股票報酬率之間任何的關係。

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