Divided governments and futures prices

DOI10.1016/J.JECONOM.2015.02.043zbMATH Open1337.62384OpenAlexW3125012674MaRDI QIDQ2347740FDOQ2347740

Authors: Elvira Sojli, Wing Wah Tham 

Publication date: 8 June 2015

Published in: Journal of Econometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jeconom.2015.02.043

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zbMATH Keywords

electionsprediction marketspolicy uncertaintydivided governmentexpected returns

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Statistical methods; risk measures (91G70)

Cites Work

• Randomized experiments from non-random selection in U.S. House elections
• Stochastic taxation and asset pricing in dynamic general equilibrium
• Mapping the presidential election cycle in US stock markets

Cited In (1)

• Econometric analysis of financial derivatives: an overview

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