[PDF][PDF] Presidential Elections and the Stock Market: Comparing Markov-Switching and (FIE) GARCH Models of Stock Volatility1
D Leblang, B Mukherjee - researchgate.net
Abstract: Existing theoretical research on electoral politics and financial markets predict that
when investors expect left parties–Democrats (US), Labor (UK)—to win elections market
volatility increases. In addition, current econometric research on stock market volatility ...
when investors expect left parties–Democrats (US), Labor (UK)—to win elections market
volatility increases. In addition, current econometric research on stock market volatility ...
[CITATION][C] The Electoral Information Hypothesis Revisited
J Freeman, JC Hays, H Stix - Manuscript, University of Michigan, 1999
[PDF][PDF] Government Hand-Outs, Political Institutions and Stock Price Dispersion
F McGillivray - Manuscript, Yale University, 2000 - nyu.edu
Abstract Cross-sectional time-series data from 14 stock markets, from 1973-1996, are used
to study how comparative political institutions affect party governments' incentives to enrich
one group of industries at the expense of another. Using measures of cross-sectoral ...
to study how comparative political institutions affect party governments' incentives to enrich
one group of industries at the expense of another. Using measures of cross-sectoral ...
Cited by 6 Related articles All 4 versions Cite SaveSaving...Error saving. Try again? More View as HTML Fewer
[CITATION][C] Stockmarket Behavior and Information in British Elections
G Gemmill - Ms., City University, 1995
[CITATION][C] On the Incentives to Produce Private Information with Continuous Trading
A Kyle - 1986 - working paper, University of …
[CITATION][C] The industrial organization of the 1992 US presidential election
BE Roberts - annual meeting of the Midwest Political Science …, 1994
[CITATION][C] Coalition Formation and Stock Price Volatility
F McGillivray - Ms., New York University, 2002
Presidential elections and the stock market: Comparing Markov-switching and fractionally integrated GARCH models of volatility
D Leblang, B Mukherjee - Political Analysis, 2004 - SPM-PMSAPSA
Abstract Existing research on electoral politics and financial markets predicts that when
investors expect left parties—Democrats (US), Labor (UK)—to win elections, market volatility
increases. In addition, current econometric research on stock market volatility suggests ...
investors expect left parties—Democrats (US), Labor (UK)—to win elections, market volatility
increases. In addition, current econometric research on stock market volatility suggests ...
Cited by 45 Related articles All 3 versions Cite SaveSaving...Error saving. Try again? More EBSCOhost Full Text Fewer
[CITATION][C] Politics and markets: the stock market and the 2000 Presidential election
D Leblang, B Mukherjee - University of Colorado, Working Paper, 2002
