Election Cycles and Stock Market Reaction: International Evidence
DC Field | Value | Language |
---|---|---|
dc.contributor.author | 박철범 | - |
dc.contributor.author | 안지연 | - |
dc.date.accessioned | 2021-09-04T21:21:35Z | - |
dc.date.available | 2021-09-04T21:21:35Z | - |
dc.date.created | 2021-06-17 | - |
dc.date.issued | 2015 | - |
dc.identifier.issn | 1225-5017 | - |
dc.identifier.uri | https://scholar.korea.ac.kr/handle/2021.sw.korea/95195 | - |
dc.description.abstract | This study investigates movements of stock market volatility during election periods (the six months before and after an election) using data from 16 countries. The main findings of this study are (1) volatility declines over time as elections approach, (2) the level of volatility during election periods is lower than that during nonelection periods, and (3) volatility rises quickly during election months and immediately after the elections. The first and second findings confirm assertions made in previous studies, such as Pantzalis, Stangeland, and Turtle (2000) and Wisniewski (2009), regarding the dynamic pattern of stock market volatility during election years. | - |
dc.language | English | - |
dc.language.iso | en | - |
dc.publisher | 서울대학교행정대학원 | - |
dc.title | Election Cycles and Stock Market Reaction: International Evidence | - |
dc.title.alternative | Election Cycles and Stock Market Reaction: International Evidence | - |
dc.type | Article | - |
dc.contributor.affiliatedAuthor | 박철범 | - |
dc.identifier.bibliographicCitation | The Korean Journal of Policy Studies, v.30, no.3, pp.23 - 40 | - |
dc.relation.isPartOf | The Korean Journal of Policy Studies | - |
dc.citation.title | The Korean Journal of Policy Studies | - |
dc.citation.volume | 30 | - |
dc.citation.number | 3 | - |
dc.citation.startPage | 23 | - |
dc.citation.endPage | 40 | - |
dc.type.rims | ART | - |
dc.identifier.kciid | ART002067813 | - |
dc.description.journalClass | 2 | - |
dc.description.journalRegisteredClass | kci | - |
dc.subject.keywordAuthor | Elections | - |
dc.subject.keywordAuthor | Stock market volatility | - |
dc.subject.keywordAuthor | Uncertainty | - |
dc.subject.keywordAuthor | International evidence | - |
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