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Partisan politics and stock market performance: The effect of expected government partisanship on stock returns in the 2002 German federal election

  • Roland Füss
  • Michael Bechtel

    ()

No abstract is available for this item.

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File URL: http://hdl.handle.net/10.1007/s11127-007-9250-1
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Article provided by Springer in its journal Public Choice.

Volume (Year): 135 (2008)
Issue (Month): 3 (June)
Pages: 131-150

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Handle: RePEc:kap:pubcho:v:135:y:2008:i:3:p:131-150
Contact details of provider: Web page: http://www.springerlink.com/link.asp?id=100332

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  1. Lawrence R. Glosten & Ravi Jagannathan & David E. Runkle, 1993. "On the relation between the expected value and the volatility of the nominal excess return on stocks," Staff Report 157, Federal Reserve Bank of Minneapolis.
  2. Karpoff, Jonathan M, 1986. " A Theory of Trading Volume," Journal of Finance, American Finance Association, vol. 41(5), pages 1069-87, December.
  3. Pedro Santa-Clara & Rossen Valkanov, 2003. "The Presidential Puzzle: Political Cycles and the Stock Market," Journal of Finance, American Finance Association, vol. 58(5), pages 1841-1872, October.
  4. Bollerslev, Tim, 1986. "Generalized autoregressive conditional heteroskedasticity," Journal of Econometrics, Elsevier, vol. 31(3), pages 307-327, April.
  5. Liesenfeld, Roman, 1998. "Dynamic Bivariate Mixture Models: Modeling the Behavior of Prices and Trading Volume," Journal of Business & Economic Statistics, American Statistical Association, vol. 16(1), pages 101-09, January.
  6. Ederington, Louis H & Lee, Jae Ha, 1993. " How Markets Process Information: News Releases and Volatility," Journal of Finance, American Finance Association, vol. 48(4), pages 1161-91, September.
  7. Fama, Eugene F, 1970. "Efficient Capital Markets: A Review of Theory and Empirical Work," Journal of Finance, American Finance Association, vol. 25(2), pages 383-417, May.
  8. Gartner, Manfred & Wellershoff, Klaus W., 1995. "Is there an election cycle in American stock returns?," International Review of Economics & Finance, Elsevier, vol. 4(4), pages 387-410.
  9. Riley, William B. & Luksetich, William A., 1980. "The Market Prefers Republicans: Myth or Reality," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 15(03), pages 541-560, September.
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