Partisans Politics Theory and stock market performance: Evidence for Spain

• Autores: Dolores Furió, Angel Pardo Tornero
• Localización: Revista española de financiación y contabilidad, ISSN 0210-2412, Nº 155, 2012, págs. 371-382
• Idioma: inglés
• DOI: 10.1080/02102412.2012.10779729
• Texto completo no disponible (Saber más ...)
• Dialnet Métricas: 2 Citas
• Referencias bibliográficas
  • Allivine, F. D., and O'Neill, D. D. 1980. Stock market returns and the presidential election cycle. Financial Analyst Journal 36 (5):...
  • Bialkowski, J.; Gottschalk, K., and Wisniewski, T. P. 2007. Political orientation of government and stocks market returns. Applied Financial...
  • Bialkowski, J. 2008. Stock market volatility around national elections. Journal of Banking and Finance 32(9): 1941-1953.
  • Bohl, M. T., and Gottschalk, K. 2006. International evidence on the Democrat premium, and the presidential cycle effect. North American Journal...
  • Bollerslev, T. 1986. Generalized Autoregressive Conditional Heteroskedasticity. Journal of Econometrics 31(3), 307-327.
  • Booth, J. R., and Booth, L. C. 2003. Is presidential cycle in security returns merely a reflection of business conditions? Review of Financial...
  • Brown, K. D.; Harlow, W. V., and Tinic, S. M. 1988. Risk aversion, uncertain information, and market efficiency. Journal of Financial Economics...
  • Brown, K. D. 1993. The risk and required rate of common stock following major innovations. Journal of Financial and Quantitative Analysis...
  • Budge, I.; Klingemann, H. D.; Volkens, A.; Bara, J., and Tanenbaum, E. 2001. Mapping policy preferences. Estimates for parties, electors and...
  • Cahan, J.; Malone, C. B.; Powell, J. G., and Choti, U. W. 2005. Stock market political cycles in a small, two-party democracy. Applied Economic...
  • Chen, D-H.; Bin, F-S., and Chen, C-D. 2005. The Impacts of Political Events on Foreign Institutional Investors and Stock Returns: Emerging...
  • Chrétien, S., and Coggins, F. 2009. Election outcomes and financial market returns in Canada. North American Journal of Economics and Finance...
  • Döpke, J., and Pierdzioch, C. 2006. Politics and the stock market: Evidence from Germany. European Journal of Political Economy 22 (4): 925-943.
  • Engle, R. 1982. Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation. Econometrica, 50...
  • Foerster, S. R., and Schmitz, J. J. 1997. The Transmission of US Election Cycles to International Stock Returns. Journal of International...
  • Füss, R., and Bechtel, M. M. 2008. Partisan politics and stock market performance: The effect of expected government partisanship on stock...
  • Garret, G. 1998. Partisan politics in the global economy. Cambridge University Press.
  • González, J. J. 1998. Política y demoscopia. Los sondeos y las elecciones generales de 1996. Empiria, 1 (1): 181-199.
  • He, Y.; Lin, H.; Wu, C., and Dufrene, U. B. 2009. The 2000 presidential election and the information cost of sensitive versus non-sensitive...
  • Hays, J. C.; Stix, H., and Freeman, J. F. 2000. The electoral information hypothesis revisited. Available from http://www.polisci.umn.edu/freeman/eihr.pdf...
  • Hibbs, D. A. 1977. Political parties and macroeconomic policy. American Political Science Review, 71 (4): 1467-1487.
  • Huang, R. D. 1985. Common stock returns and presidential elections. Financial Analysts Journal 41 (2): 58-61.
  • Imai, M., and Shelton, C. A. 2011. Elections and political risk: New evidence from the 2008 Taiwanese Presidential Election. Journal of Public...
  • Kalev, P. S.; Liu, W-M.; Pham, P. K, and Jarnecic, E. 2004. Public information arrival and volatility of intraday stock returns. Journal of...
  • Leblang, D., and Mukherjee, B. 2005. Government Partisanship, Elections, and the Stock Market: Examining American and British Stock Returns,...
  • Mehdian, S.; Nas, T., and Perry, M. J. 2008. An examination of investor reaction to unexpected political and economic events in Turkey. Global...
  • Niederhoffer, V.; Gibbs, S., and Bullock, J. 1970. Presidential elections and the stock market. Financial Analysts Journal, 26 (March/April):...
  • Nordhaus, W. D. 1975. The political business cycle. Review of Economic Studies 42 (2): 169-190.
  • Pantzalis, C.; Stangeland, D. A., and Turtle, H. J. 2000. Political elections and the resolution of uncertainty: The international evidence....
  • Peiró, A. 1994. La estacionalidad diaria del mercado de acciones español. Investigaciones Económicas XVIII (3): 557-569.
  • Santa-Clara, P., and Valkanov, R. 2003. The presidential puzzle: Political cycles and the stock market. Journal of Finance 58 (5): 1841-1872.
  • Vuchelen, J. 2003. Electoral systems and the effects of political events on the stock market: The Belgian case. Economics and Politics 15...
  • Wong, W.-K., and McAleer, M. 2009. Mapping the Presidential Election Cycle in US stock markets. Mathematics and Computers in Simulation 79...