Price of a surprise : the effects of election outcomes on stock market returns and volatility
Year of publication: |
2022
|
---|---|
Authors: | Arin, Kerim Peren ; El-Massah, Suzanna ; Kaplan, Samuel ; Spagnolo, Nicola |
Published in: |
Review of economics. - Berlin : de Gruyter Oldenbourg, ISSN 2366-035X, ZDB-ID 2178720-7. - Vol. 73.2022, 3, p. 211-221
|
Subject: | election | excess returns | surprises | volatility | Schätzung | Estimation | Volatilität | Volatility | Kapitaleinkommen | Capital income | Börsenkurs | Share price | Wahl | Election | Wahlverhalten | Voting behaviour |
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