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The impact of political risk on the volatility of stock returns: the case of Canada

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  1. Marie‐Claude Beaulieu & Jean‐Claude Cosset & Naceur Essaddam, 2006. "Political uncertainty and stock market returns: evidence from the 1995 Quebec referendum," Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons, vol. 39(2), pages 621-642, May.
  2. Chen Gu & Ann Marie Hibbert, 2021. "Expectations and financial markets: Lessons from Brexit," The Financial Review, Eastern Finance Association, vol. 56(2), pages 279-299, May.
  3. Can Li & Danxue Gao & Weiguo Zhong, 2020. "A Political Cycle of Regional FDI Spillovers in an Emerging Market: Evidence from China," Management International Review, Springer, vol. 60(2), pages 151-176, April.
  4. Baker, Jessica & Carreras, Oriol & Kirby, Simon & Meaning, Jack & Piggott, Rebecca, 2016. "Modelling events: The short-term economic impact of leaving the EU," Economic Modelling, Elsevier, vol. 58(C), pages 339-350.
  5. Shamrez Ali, Sundus Waqar, Muhammad Haris, 2019. "The Nexus between Political & Institutional Corruption Events with the Stock Market: A Study of Pakistan," Journal of Finance and Economics Research, Geist Science, Iqra University, Faculty of Business Administration, vol. 4(1), pages 59-71, March.
  6. Hani El-Chaarani, 2019. "The Impact of Oil Prices on Stocks Markets: New Evidence During and After the Arab Spring in Gulf Cooperation Council Economies," International Journal of Energy Economics and Policy, Econjournals, vol. 9(4), pages 214-223.
  7. Julia Darby & Jun Gao & Siobhan Lucey & Sheng Zhu, 2019. "Is heightened political uncertainty priced in stock returns? Evidence from the 2014 Scottish independence referendum," Working Papers 1913, University of Strathclyde Business School, Department of Economics.
  8. Hagigi, Moshe & Sivakumar, Kumar, 2009. "Managing diverse risks: An integrative framework," Journal of International Management, Elsevier, vol. 15(3), pages 286-295, September.
  9. Graham, Roger C. & Morrill, Cameron K.J. & Morrill, Janet B., 2012. "Does it matter where assets are held and income is derived? Further evidence of differential value relevance from Quebec," Journal of International Accounting, Auditing and Taxation, Elsevier, vol. 21(2), pages 185-197.
  10. Wadhwa, Kavita & Syamala, Sudhakara Reddy, 2023. "Are business groups different from other family firms? Evidence from corporate investments during political uncertainty," Emerging Markets Review, Elsevier, vol. 54(C).
  11. Marie-Claude Beaulieu & Habiba Mrissa Bouden, 2020. "Does idiosyncratic risk matter in IPO long-run performance?," Review of Quantitative Finance and Accounting, Springer, vol. 55(3), pages 935-981, October.
  12. Karavitis, Panagiotis & Kazakis, Pantelis, 2022. "Political sentiment and syndicated loan borrowing costs of multinational enterprises," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 78(C).
  13. Ghalke, Avinash & Sensarma, Rudra & Chakraborty, Sandip & Kakani, Ram Kumar, 2023. "Stock markets and economic uncertainty: Roles of legislative sessions and coalition strength," European Journal of Political Economy, Elsevier, vol. 78(C).
  14. Nicholas Apergis & Ioannis Chatziantoniou, 2022. "US partisan conflict shocks and international stock market returns," Empirical Economics, Springer, vol. 63(6), pages 2817-2854, December.
  15. Cosset, Jean-Claude & Somé, Hyacinthe Y. & Valéry, Pascale, 2016. "Credible reforms and stock return volatility: Evidence from privatization," Journal of Banking & Finance, Elsevier, vol. 72(C), pages 99-120.
  16. Zhou, Zhengyi, 2017. "Government ownership and exposure to political uncertainty: Evidence from China," Journal of Banking & Finance, Elsevier, vol. 84(C), pages 152-165.
  17. Faisal Khalil & Waheed Akhtar, 2017. "Impact of Terrorist Attacks on Stock Market Performance: A Case of Pakistan," Asian Journal of Economic Modelling, Asian Economic and Social Society, vol. 5(2), pages 208-222, June.
  18. Col, Burcin & Errunza, Vihang, 2015. "Corporate governance and state expropriation risk," Journal of Corporate Finance, Elsevier, vol. 33(C), pages 71-84.
  19. Gerard Atabong Fossung & Vasileios Chatzis Vovas & A. M. M. Shahiduzzaman Quoreshi, 2021. "Impact of Geopolitical Risk on the Information Technology, Communication Services and Consumer Staples Sectors of the S&P 500 Index," JRFM, MDPI, vol. 14(11), pages 1-32, November.
  20. Mobeen Ur Rehman & Wafa Ghardallou & Nasir Ahmad & Xuan Vinh Vo & Sang Hoon Kang, 2024. "Does effect of risk and uncertainties on US sectoral returns differ across different investment horizons and market conditions," Risk Management, Palgrave Macmillan, vol. 26(1), pages 1-49, February.
  21. Sulehri, Fiaz Ahmad & Ali, Amjad, 2020. "Impact of Political Uncertainty on Pakistan Stock Exchange (1990-1999): An Event Study Approach," MPRA Paper 104623, University Library of Munich, Germany.
  22. Cheng, Maoyong & Guo, Pin & Jin, Justin Yiqiang & Geng, Hongyan, 2021. "Political uncertainty and city bank lending in China: Evidence from city government official changes," Emerging Markets Review, Elsevier, vol. 49(C).
  23. Frank Obenpong Kwabi & Samuel Owusu-Manu & Agyenim Boateng & Ernest-Bruno Ezeani & Min Du, 2022. "Economic policy uncertainty and cost of capital: the mediating effects of foreign equity portfolio flow," Review of Quantitative Finance and Accounting, Springer, vol. 59(2), pages 457-481, August.
  24. Swanpitak, Tanapond & Pan, Xiaofei & Suardi, Sandy, 2020. "The value of family control during political uncertainty: Evidence from Thailand's constitutional change in 201411We are grateful for helpful comments and suggestions provided by Shu-Ching Chou, Wooch," Emerging Markets Review, Elsevier, vol. 44(C).
  25. Keilla Dayane Silva-Oliveira & Edson Keyso Miranda Kubo & Michael J. Morley & Rodrigo Médici Cândido, 2021. "Emerging Economy Inward and Outward Foreign Direct Investment: A Bibliometric and Thematic Content Analysis," Management International Review, Springer, vol. 61(5), pages 643-679, October.
  26. Sumru G. Altug & Fanny S Demers & Michel Demers, 2007. "Political Risk and Irreversible Investment," CESifo Economic Studies, CESifo, vol. 53(3), pages 430-465, September.
  27. Audi, Marc & Sulehri, Fiaz Ahmad & Ali, Amjad & Al-Masri, Razan, 2022. "The role of terrorist events in determining stock returns in Pakistan: covering most vibrant era 2003-2013," MPRA Paper 115167, University Library of Munich, Germany, revised 26 Oct 2022.
  28. Rafaqat Ali & Rana Ejaz Ali Khan, 2018. "Socioeconomic Stability and Variability in Stock Market Prices: A Case Study of Karachi Stock Exchange," Asian Journal of Economic Modelling, Asian Economic and Social Society, vol. 6(4), pages 428-440, December.
  29. Han Smit & Enrico Pennings & Sjoerd Bekkum, 2017. "Real options and institutions," Journal of International Business Studies, Palgrave Macmillan;Academy of International Business, vol. 48(5), pages 620-644, July.
  30. Weiguo Zhong & Ya Lin & Danxue Gao & Haibin Yang, 2019. "Does politician turnover affect foreign subsidiary performance? Evidence in China," Journal of International Business Studies, Palgrave Macmillan;Academy of International Business, vol. 50(7), pages 1184-1212, September.
  31. Nguyen, Trang Thi Thuy & Pham, Binh Thai & Sala, Hector, 2022. "Being an emerging economy: To what extent do geopolitical risks hamper technology and FDI inflows?," Economic Analysis and Policy, Elsevier, vol. 74(C), pages 728-746.
  32. Adeel Nasir & Ștefan Cristian Gherghina & Mário Nuno Mata & Kanwal Iqbal Khan & Pedro Neves Mata & Joaquim António Ferrão, 2022. "Testing Stock Market Efficiency from Spillover Effect of Panama Leaks," JRFM, MDPI, vol. 15(2), pages 1-23, February.
  33. Andrew C. Worthington, 2009. "Political Cycles in the Australian Stock Market since Federation," Australian Economic Review, The University of Melbourne, Melbourne Institute of Applied Economic and Social Research, vol. 42(4), pages 397-409, December.
  34. Hill, Paula & Korczak, Adriana & Korczak, Piotr, 2019. "Political uncertainty exposure of individual companies: The case of the Brexit referendum," Journal of Banking & Finance, Elsevier, vol. 100(C), pages 58-76.
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