Mapping the Presidential Election Cycle in US stock markets

Mathematics and Computers in Simulation

Volumn 79, Issue 11, 2009, Pages 3267-3277

  Wong, Wing Keung ^a   McAleer, Michael ^b,c  

^a HONG KONG BAPTIST UNIVERSITY   (Hong Kong)

^b Erasmus University Rotterdam   (Netherlands)

^c NATIONAL CHUNG HSING UNIVERSITY   (Taiwan)

Author keywords

EGARCH Intervention model; Presidential Election Cycle; Returns; Spectral analysis; Stock prices

Indexed keywords

EGARCH INTERVENTION MODEL; PRESIDENTIAL ELECTION CYCLE; RETURNS; SPECTRAL ANALYSIS; STOCK PRICES;

COMMERCE; SPECTRUM ANALYSIS; SPECTRUM ANALYZERS;

COSTS;

EID: 67649425745     PISSN: 03784754     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.matcom.2009.05.007     Document Type: Article

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