The 2000 Presidential Election and the stock market
Srinivas Nippani () and
W. Medlin ()
Journal of Economics and Finance, 2002, vol. 26, issue 2, 162-169
Abstract:
The impact of the delay in the declaration of a winner in the U.S. Presidential Election of 2000 on the performance of stock markets is examined in this study. We present evidence indicating that the stock market performance was different from a pre-event comparison period. Conventional t-tests and a dummy variable regression that controls for interest rate movements are used to present evidence indicating that there was a significant initial negative reaction to the delay in the election results. Copyright Springer 2002
Date: 2002
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (11)
Downloads: (external link)
http://hdl.handle.net/10.1007/BF02755983 (text/html)
Access to full text is restricted to subscribers.
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:spr:jecfin:v:26:y:2002:i:2:p:162-169
Ordering information: This journal article can be ordered from
http://www.springer. ... cs/journal/12197/PS2
DOI: 10.1007/BF02755983
Access Statistics for this article
Journal of Economics and Finance is currently edited by James Payne
More articles in Journal of Economics and Finance from Springer, Academy of Economics and Finance Contact information at EDIRC.
Bibliographic data for series maintained by Sonal Shukla () and Springer Nature Abstracting and Indexing ().