The effect of corruption on stock market volatility

Eleftherios Spyromitros

Journal of Applied Finance & Banking, 2020, vol. 10, issue 2, 6

Abstract: This paper addresses the issue of impacts of corruption on stock market volatility. By applying panel data analysis on a set of 16 countries from 2010 to 2016, sufficient evidence for a negative relationship between cor­ruption and stock market volatility is provided, while controlling for several macroeconomic and financial variables.  JEL classification numbers: D73, E44, G1.

Keywords: Corruption; stock market volatility; panel data. (search for similar items in EconPapers)
Date: 2020
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Citations: View citations in EconPapers (2)

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