Stock Market Volatility Dynamics around National Elections :
Empirical Evidence from Asian Countries

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Stock Market Volatility Dynamics around National Elections : Empirical Evidence from Asian Countries

This paper investigates a sample of 8 Asian countries to test whether the stock market volatility would be induced higher during national election periods. Our empirical findings show the country-specific component of variance in election periods can easily reach up to 43% higher than the no electio...

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Bibliographic Details
Main Author:	Hong, Kon Wah
Format:	Dissertation (University of Nottingham only)
Language:	English
Published:	2015
Online Access:	https://eprints.nottingham.ac.uk/28609/

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