EconPapers    
Economics at your fingertips  
 

Attention to the Election-Economics-Politics (EEP) Nexus in the Indian Stock Markets

Paritosh Sinha ()

The Review of Finance and Banking, 2021, vol. 13, issue 1, 7-32

Abstract: Do investors pay attention to the election-economics-politics (EEP) nexus in the stock markets? In examining this research problem during the 17th Lok Sabha Election in India, this study has explored the cointegrating relationships of its’ stock markets’ returns and realised trade volumes with investors’ selective attention to keywords in Google searches. The article has used the autoregressive distributed lag (ARDL) model. It reveals ingenious findings that investors’ attention dynamics at EEP nexus cointegrate either with the market returns or traded-volumes. It also identifies investors’ attention myopia, where the cointegration twists once the nexus pulls off its election or economic factor.

Date: 2021
References: View references in EconPapers View complete reference list from CitEc
Citations: Track citations by RSS feed

Downloads: (external link)
http://rfb.ase.ro/articole/Art1_v13june.pdf Full text (application/pdf)

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:rfb:journl:v:13:y:2021:i:1:p:7-32

Access Statistics for this article

The Review of Finance and Banking is currently edited by Victor Dragota; Bogdan Negrea

More articles in The Review of Finance and Banking from Academia de Studii Economice din Bucuresti, Romania / Facultatea de Finante, Asigurari, Banci si Burse de Valori / Catedra de Finante Strada Mihai Eminescu nr.13-15, sector 1, Bucuresti, Romania. Contact information at EDIRC.
Bibliographic data for series maintained by Tatu Lucian ().

 
Page updated 2021-12-19
Handle: RePEc:rfb:journl:v:13:y:2021:i:1:p:7-32