The role of political uncertainty in Australian financial markets

QR Code

The role of political uncertainty in Australian financial markets

Within the developed world, recent Australian political history is uniquely turbulent. This situation invokes indecision regarding investment decisions in both the real economy and the financial markets. This paper explores the relationship between uncertainty in Australian federal election polling...

Full description

Bibliographic Details
Main Author:	Smales, Lee
Format:	Journal Article
Published:	Wiley-Blackwell Publishing Asia 2015
Subjects:	Investor sentiment Political uncertainty Exchange-traded options Implied volatility Financial markets
Online Access:	http://hdl.handle.net/20.500.11937/38374

Similar Items

Better the devil you know: The Influence of Political Incumbency on Australian Financial Market Uncertainty
by: Smales, Lee
Published: (2015)

Political Uncertainty and Financial Market Uncertainty in an Australian context
by: Smales, Lee
Published: (2014)

News Sentiment and the Investor Fear Gauge
by: Smales, Lee
Published: (2013)

Currency option pricing and realised volatility
by: Manzur, Meher, et al.
Published: (2010)

Swings in sentiment and stock returns: Evidence from a frontier market
by: Rahman, M., et al.
Published: (2013)

On the implied volatility layers under the future risk-free rate uncertainty
by: Hin, L., et al.
Published: (2014)

Forecasting Volatility and Analyzing the Features of Volatility by three different methods- empirical study based on SSE 50ETF
by: Zou, YuanFang
Published: (2019)

A neural network approach to option pricing
by: Mostafa, Fahed, et al.
Published: (2008)

Investor sentiment, limited arbitrage and the cash holding effect
by: Li, Xiafei, et al.
Published: (2017)

The Early-warning System of Stock Market Crises with Investor Sentiment: Evidence from the United Kingdom
by: Nguyen, Thi Minh Tam
Published: (2020)

The Early-warning System of Stock Market Crises with Investor Sentiment: Evidence from the United Kingdom
by: Nguyen, Thi Minh Tam
Published: (2020)

Analysis of market volatility via a dynamically purified option price process
by: Luong, C., et al.
Published: (2014)

Option valuation under no-arbitrage constraints with neural networks
by: Cao, Yi, et al.
Published: (2021)

Asymmetric Volatility Response to news sentiment in gold futures
by: Smales, Lee
Published: (2015)

Modeling volatility in foreign currency option pricing
by: Hoque, Mohammed, et al.
Published: (2008)

investor sentiment and mutual fund performance
by: Zhang, Xiyue
Published: (2022)

News Sentiment in the Gold Futures Market
by: Smales, Lee
Published: (2014)

On the implied volatility from a "purified" option price process
by: Luong, C., et al.
Published: (2014)

Volatility Forecasting in Bull and Bear Markets: Evidence from the US stock market
by: Sideris, Epameinondas
Published: (2016)

Computation of the implied discount rate and volatility for an overdefined system using stochastic optimization
by: Hin, L., et al.
Published: (2015)

The Investigation of Implied Volatility for the FTSE100 Index Options: A Computational Approach
by: Zhao, Wenjing
Published: (2009)

The role of uncertainty, sentiment and cross-country interactions in G7 output dynamics
by: Garratt, Anthony, et al.
Published: (2018)

Does market structure matter?Trading costs and return volatility around exchange listings
by: Bessembinder, H., et al.
Published: (2008)

De facto exchange rate regime classifications: an evaluation
by: Bleaney, Michael, et al.
Published: (2017)

Topics in financial and computational mathematics
by: Maurer, Simon
Published: (2021)

Uncertainty and investment in precision agriculture - Is it worth the money?
by: Tozer, Peter
Published: (2008)

Cryptocurrency returns, volatility and investor attention: an empirical analysis using econometric and machine learning techniques
by: Gadirli, Farid
Published: (2025)

Investors’ trading intensity and Covid-19: evidence from the Malaysian stock market
by: Siew, Ken Wei
Published: (2022)

Firm life cycle, corporate risk-taking and investor sentiment
by: Habib, A., et al.
Published: (2015)

An empirical study of the influence of business strategy, uncertainty and market position on financial measures using the SEM approach.
by: Krishnan, Anbalagan, et al.
Published: (2014)

The effect of political cycles on power investment decisions: Expectations over the repeal and reinstatement of carbon policy mechanisms in Australia
by: Shahnazari, M., et al.
Published: (2014)

Option pricing via maximization over uncertainty and correction of volatility smile
by: Dokuchaev, Nikolai
Published: (2011)

The impact of non-scheduled news on S&P/ASX50 stocks
by: Smales, Lee
Published: (2014)

Risk, return and market condition: a new functional-beta capital asset pricing model
by: Zhuang, Yuchen
Published: (2009)

Vietnam stock market liberalisation's effect
by: Khuc, Minh Hieu
Published: (2008)

Causal linkages among Shanhai, Shenzhen, and Hong Kong Stock Markets
by: Zhu, H., et al.
Published: (2004)

Option pricing under stochastic environment of volatility and market price of risk
by: Phewchean, N, et al.
Published: (2013)

Time-variation in the Impact of News Sentiment
by: Smales, Lee
Published: (2015)

Behaviour of Stock Return Autocorrelation in the GCC Stock Markets
by: Chowdhury, H., et al.
Published: (2014)

RBA monetary policy communication: The response of Australian interest rate futures to changes in RBA monetary policy
by: Smales, Lee
Published: (2012)

Cannot write session to /tmp/vufind_sessions/sess_8g2bsjcvl2us1t891rmr7ehdb1