Long-term relationship between political behavior and stock market return: new evidence from quantile regression

Long-term relationship between political behavior and stock market return: new evidence from... The stock market is an extremely sensitive and comprehensive indicator of the fluctuating political climate as well as investor confidence. Therefore, in an era of fierce media competition, the long-term influence of political behaviors on the Taiwan stock market is an important issue. However, the traditional regression model can only describe the “average” influence of variables on rate of return rather than completely describe conditional distribution as in quantile regression, which also analyzes correlations between stock return and the congressional effect. http://www.deepdyve.com/assets/images/DeepDyve-Logo-lg.png Quality & Quantity Springer Journals

Long-term relationship between political behavior and stock market return: new evidence from quantile regression

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Publisher
Springer Journals
Copyright
Copyright © 2010 by Springer Science+Business Media B.V.
Subject
Social Sciences; Methodology of the Social Sciences; Social Sciences, general
ISSN
0033-5177
eISSN
1573-7845
D.O.I.
10.1007/s11135-010-9340-x
Publisher site
See Article on Publisher Site

Abstract

The stock market is an extremely sensitive and comprehensive indicator of the fluctuating political climate as well as investor confidence. Therefore, in an era of fierce media competition, the long-term influence of political behaviors on the Taiwan stock market is an important issue. However, the traditional regression model can only describe the “average” influence of variables on rate of return rather than completely describe conditional distribution as in quantile regression, which also analyzes correlations between stock return and the congressional effect.

Journal

Quality & QuantitySpringer Journals

Published: Jun 24, 2010

References

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