PRESIDENTIAL ELECTION UNCERTAINTY AND COMMON STOCK RETURNS IN THE UNITED STATES

By Jinliang Li, Jeffery A. Born. 2006

160 citations recorded by the source corpus.

Subfields: Economics and Econometrics, Finance

View Paper: https://www.semanticscholar.org/paper/550060e07d80366cff6b146e59eaa9eafa604947

Citations in the corpus

• Aggregate and Idiosyncratic Political Risk: Measurement and Effects (2016, unknown): “In the first, we use undergraduate textbooks, where the non-political library consists of bigrams extracted from a textbook on financial accounting (Libby et al. (2011)), to reflect that earnings conference calls tend to focus on financial disclosures and accounting information.”
• Political Uncertainty and Risk Premia (2013, unknown): “Pantzalis, Stangeland, and Turtle (2000) and Li and Born (2006) find abnormally high stock market returns in the weeks preceding major elections, especially for elections characterized by high degrees of uncertainty.”