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Political uncertainty and stock market returns: evidence from the 1995 Quebec referendum
16 references·12 citing·25 second hop
Political uncertainty and stock market returns: evidence from the 1995 Quebec referendum (2006)Political uncertainty and stock market re…Asymmetric Volatility and Risk in Equity Markets (2000)Asymmetric Volatility and Ris…Global Stock Markets in the Twentieth Century (1999)Global Stock Markets in the T…Event Studies in Economics and Finance (1997)Event Studies in Economics an…Multivariate Simultaneous Generalized ARCH (1995)Multivariate Simultaneous Gen…On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks (1993)On the Relation between the E…Measuring and Testing the Impact of News on Volatility (1993)Measuring and Testing the Imp…ARCH modeling in finance (1992)ARCH modeling in financeThe Dynamics of Stock Index and Stock Index Futures Returns (1990)The Dynamics of Stock Index a…An Econometric Analysis of Nonsynchronous Trading (1989)An Econometric Analysis of No…Risk aversion, uncertain information, and market efficiency (1988)Risk aversion, uncertain info…Generalized autoregressive conditional heteroskedasticity (1986)Generalized autoregressive co…Using daily stock returns (1985)Using daily stock returnsOn the Use of the Multivariate Regression Model in Event Studies (1985)On the Use of the Multivariat…The Impact of Merger-Related Regulations on the Shareholders of Acquiring Firms (1983)The Impact of Merger-Related …Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Autoregressive Conditional He…Determinants of corporate borrowing (1977)Determinants of corporate bor…Political uncertainty, COVID-19 pandemic and stock market volatility transmission (2021)Political uncertainty, COVID-…COVID ‐19 impact on stock market: Evidence from the Indian stock market (2021)COVID ‐19 impact on stock mar…Bank-based and market-based development and economic growth: an international investigation (2019)Bank-based and market-based d…The Foreign Investor Bias and Its Linguistic Origins (2017)The Foreign Investor Bias and…Impact of terrorism and political instability on equity premium: Evidence from Pakistan (2017)Impact of terrorism and polit…Impact of Political Events on Stock Market: Evidence from Pakistan (2014)Impact of Political Events on…Impact of political events on stock market returns: empirical evidence from Pakistan (2014)Impact of political events on…Determinants of Stock Market Performance in Nepal (2014)Determinants of Stock Market …Stock Market Reaction to Good and Bad Political News (2010)Stock Market Reaction to Good…Resource Nationalism Meets the Market: Political Risk and the Value of Petroleum Reserves (2009)Resource Nationalism Meets th…Unanticipated Political Events and Stock Returns: An Event Study (2008)Unanticipated Political Event…Artificial Neural Network Models for Forecasting Stock Price Index in the Bombay Stock Exchange (2006)Artificial Neural Network Mod…The Pricing of Options and Corporate Liabilities (1973)Dynamic Conditional Correlation (2002)Time Series Analysis: Forecasting and Control (1977)Time Series Analysis: Forecasting and Control (1977)The Cost of Capital, Corporation Finance and the Theory of Investment (1958)Dividend Policy, Growth, and the Valuation of Shares (1961)Theory of the firm: Managerial behavior, agency costs and ownership structure (1976)The Capital Structure Puzzle (1984)A Survey of Corporate Governance (1997)Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)The Cross‐Section of Volatility and Expected Returns (2006)An Empirical Evaluation of Accounting Income Numbers (1968)Efficient Capital Markets: II (1991)Introductory Econometrics for Finance (2008)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)The arbitrage theory of capital asset pricing (1976)Corporate financing and investment decisions when firms have information that investors do not have (1984)Stock Market Liberalization, Economic Reform, and Emerging Market Equity Prices (2000)Capital markets research in accounting (2001)Modeling and Forecasting Realized Volatility (2003)Econometric Analysis of Cross Section and Panel Data (2001)International Asset Allocation With Regime Shifts (2002)Asymmetric Dynamics in the Correlations of Global Equity and Bond Returns (2006)Expected Stock Returns and Variance Risk Premia (2009)A long memory property of stock market returns and a new model (1993)
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References

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  • 1982Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation20,684 cited
  • 1977Determinants of corporate borrowing13,160 cited
  • 1993On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks9,041 cited
  • 1985Using daily stock returns6,497 cited
  • 1997Event Studies in Economics and Finance4,623 cited
  • 1995Multivariate Simultaneous Generalized ARCH4,510 cited
  • 1992ARCH modeling in finance4,288 cited
  • 1993Measuring and Testing the Impact of News on Volatility3,692 cited
  • 2000Asymmetric Volatility and Risk in Equity Markets1,471 cited
  • 1990The Dynamics of Stock Index and Stock Index Futures Returns803 cited
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  • 1988Risk aversion, uncertain information, and market efficiency519 cited
  • 1999Global Stock Markets in the Twentieth Century515 cited
  • 1985

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On the Use of the Multivariate Regression Model in Event Studies
350 cited

Cited by

  • 2006Artificial Neural Network Models for Forecasting Stock Price Index in the Bombay Stock Exchange80 cited
  • 2014Impact of political events on stock market returns: empirical evidence from Pakistan77 cited
  • 2010Stock Market Reaction to Good and Bad Political News63 cited
  • 2021Political uncertainty, COVID-19 pandemic and stock market volatility transmission55 cited
  • 2021COVID ‐19 impact on stock market: Evidence from the Indian stock market48 cited
  • 2014Determinants of Stock Market Performance in Nepal42 cited
  • 2017Impact of terrorism and political instability on equity premium: Evidence from Pakistan35 cited
  • 2017The Foreign Investor Bias and Its Linguistic Origins34 cited
  • 2008Unanticipated Political Events and Stock Returns: An Event Study32 cited
  • 2014Impact of Political Events on Stock Market: Evidence from Pakistan23 cited
  • 2009Resource Nationalism Meets the Market: Political Risk and the Value of Petroleum Reserves12 cited
  • 2019Bank-based and market-based development and economic growth: an international investigation11 cited