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Political risk and market efficiency: Tests based in British stock and options markets in the 1987 election

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  • Gemmill, Gordon

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  • Gemmill, Gordon, 1992. "Political risk and market efficiency: Tests based in British stock and options markets in the 1987 election," Journal of Banking & Finance, Elsevier, vol. 16(1), pages 211-231, February.
  • Handle: RePEc:eee:jbfina:v:16:y:1992:i:1:p:211-231
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    Cited by:

    1. Carvalho, Augusto & Guimaraes, Bernardo, 2018. "State-controlled companies and political risk: Evidence from the 2014 Brazilian election," Journal of Public Economics, Elsevier, vol. 159(C), pages 66-78.
    2. Chan, Yue-cheong & John Wei, K. C., 1996. "Political risk and stock price volatility: The case of Hong Kong," Pacific-Basin Finance Journal, Elsevier, vol. 4(2-3), pages 259-275, July.
    3. repec:ove:journl:aid:11278 is not listed on IDEAS
    4. Bryan Kelly & Ľuboš Pástor & Pietro Veronesi, 2016. "The Price of Political Uncertainty: Theory and Evidence from the Option Market," Journal of Finance, American Finance Association, vol. 71(5), pages 2417-2480, October.
    5. Bialkowski, Jedrzej & Gottschalk, Katrin & Wisniewski, Tomasz Piotr, 2008. "Stock market volatility around national elections," Journal of Banking & Finance, Elsevier, vol. 32(9), pages 1941-1953, September.
    6. Yi-Hsien Wang & Chin-Tsai Lin, 2008. "Empirical analysis of political uncertainty on TAIEX stock market," Applied Economics Letters, Taylor & Francis Journals, vol. 15(7), pages 545-550.
    7. Smales, Lee A., 2015. "Better the devil you know: The influence of political incumbency on Australian financial market uncertainty," Research in International Business and Finance, Elsevier, vol. 33(C), pages 59-74.
    8. Wisniewski, Tomasz Piotr, 2016. "Is there a link between politics and stock returns? A literature survey," International Review of Financial Analysis, Elsevier, vol. 47(C), pages 15-23.
    9. Goodell, John W. & Vähämaa, Sami, 2013. "US presidential elections and implied volatility: The role of political uncertainty," Journal of Banking & Finance, Elsevier, vol. 37(3), pages 1108-1117.
    10. Bumba Mukherjee & David Leblang, 2007. "Partisan Politics, Interest Rates And The Stock Market: Evidence From American And British Returns In The Twentieth Century," Economics and Politics, Wiley Blackwell, vol. 19(2), pages 135-167, July.
    11. Pantzalis, Christos & Stangeland, David A. & Turtle, Harry J., 2000. "Political elections and the resolution of uncertainty: The international evidence," Journal of Banking & Finance, Elsevier, vol. 24(10), pages 1575-1604, October.
    12. Smales, Lee A., 2014. "Political uncertainty and financial market uncertainty in an Australian context," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 32(C), pages 415-435.
    13. K. Arin & Alexander Molchanov & Otto Reich, 2013. "Politics, stock markets, and model uncertainty," Empirical Economics, Springer, vol. 45(1), pages 23-38, August.
    14. Goodell, John W. & McGroarty, Frank & Urquhart, Andrew, 2015. "Political uncertainty and the 2012 US presidential election: A cointegration study of prediction markets, polls and a stand-out expert," International Review of Financial Analysis, Elsevier, vol. 42(C), pages 162-171.
    15. repec:eee:riibaf:v:45:y:2018:i:c:p:30-37 is not listed on IDEAS
    16. Tirtiroglu, Dogan & Bhabra, Harjeet S. & Lel, Ugur, 2004. "Political uncertainty and asset valuation: Evidence from business relocations in Canada," Journal of Banking & Finance, Elsevier, vol. 28(9), pages 2237-2258, September.

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