Monday, September 19, 2016

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Politics and Elections at the Spanish Stock Exchange. ABSTRACT. The relationship between information flow and asset prices behaviour is a key topic in finance. In this paper, we study the effects of political events on the stock market performance at the Spanish Stock Exchange. ... Retrieve Document

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In equation 1, the following variables are employed: (i) 4 day of the week dummies (DAYk,t) for Monday through Thursday ; (ii) 11 month of the year dummies (MONTHk,t) for February through December; (iii) a dummy for the trading days around holidays (HOLIDAY,t); ... Retrieve Content

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