Sayyiduna Wa'il bin Hujr (may Allah be pleased with him) said: I saw the Prophet (peace and blessings be upon him) and his (peace and blessings be upon him) Companions in the winter season, and I saw them in thick hooded cloaks and wraps, with their hands inside them; they would raise them up to their throats - or he said: up to their chests.
Hadith Referenceالمعجم الكبير للطبراني / باب الواو / 18318