Stock Market Volatility around National Elections

By J. Białkowski, Katrin Gottschalk, Tomasz Piotr Wisniewski. 2008

199 citations recorded by the source corpus.

Subfields: Economics and Econometrics, Finance

View Paper: https://www.semanticscholar.org/paper/5bdb8536bf4e9827f99e880d4437fb21c014378b

Citations in the corpus

• US presidential elections and implied volatility: The role of political uncertainty (2013, unknown): “As discussed by Bialkowski et al. (2008), speculative investors could use option-based trading strategies such as straddles and strangles as well as different types of volatility derivatives to exploit changes in implied volatility around elections.”
• Policy Uncertainty, Irreversibility, and Cross-Border Flows of Capital (2013, unknown): “Bialkowski, Gottschalk, and Wisniewski (2008) and Boutchkova et al. (2012) find that volatility is significantly higher than normal during election periods around the world.”
• Political Uncertainty and Cost Stickiness: Evidence from National Elections around the World (2020, unknown): “Accordingly, an important identification assumption is that political uncertainty is higher, on average, in the election years compared to other years (Bialkowski et al., 2008; Boutchkova et al., 2012).”