Advanced search
Publication Cover
Applied Economics Letters Volume 12, 2005 - Issue 11
Submit an article Journal homepage
242
Views
12
CrossRef citations to date
0
Altmetric
Original Articles

Political elections and foreign investor trading in South Korea's financial markets

Chien-Liang Chiu Department of Banking and Finance, Tamkang University, Taiwan
,
Chun-Da Chen * Department of Finance, Ching-Yun University, No. 229, Chien-Hsin Road, Jung-Li City, Taoyuan County 320, Taiwan, ROC
&
Wan-Wei Tang Yuanta Asset Management Ltd, Taiwan
Pages 673-677 | Published online: 01 Sep 2006

References

References

  • Allivine , FC and O’Neill , DE . 1980 . Stock market returns and the presidential election cycle/implications for market efficiency . Financial Analysts Journal , 36 : 49 – 56 .
  • Bachman , D . 1992 . The effect of political risk on the forward exchange bias: the case of elections . Journal of International Money and Finance , 11 : 208 – 19 .
  • Foerster , SR . 1994 . Stock market performance and elections: made-in-Canada Effects? . Canadian Investment Review , Summer : 39 – 42 .
  • Foerster , SR and Schmitz , JJ . 1997 . The transmission of US election cycles to international stock returns . Journal of International Business Studies , 28 : 1 – 27 .
  • Herbst , AF and Slinkman , CW . 1984 . Political-economic cycles in the US stock markets . Financial Analysts Journal , 40 : 38 – 45 .
  • Huang , RD . 1985 . Common stock returns and presidential elections . Financial Analysts Journal , 41 : 58 – 62 .
  • MacRae , D . 1977 . A political model of the business cycle . Journal of Political Economy , 85 : 239 – 64 .
  • Montalvo , JG . 1999 . Volume versus GARCH effects reconsidered: an application to the Spanish government bond futures market . Applied Financial Economics , 9 : 469 – 75 .
  • Niederhofer , V , Gibbs , S and Bullock , J . 1970 . Presidential elections and the stock market . Financial Analysts Journal , 26 : 111 – 13 .
  • Nippani , S and Medlin , WB . 2002 . The 2000 presidential election and the stock market . Journal of Economics and Finance , 26 : 162 – 9 .
  • Nordhaus , WD . 1975 . The political economic cycle . Review of Economic Studies , 42 : 169 – 90 .
  • Pantzalis , C , Stangeland , DA and Turtle , HJ . 2000 . Political elections and the resolution of uncertainty: the international evidence . Journal of Banking and Finance , 24 : 1575 – 604 .
  • Santa-Clara , P and Valkanov , R . 2003 . The presidential puzzle: political cycles and the stock market . Journal of Finance , 58 : 1841 – 72 .
  • Solibakke , PB . 2001 . Efficiently ARMA-GARCH estimated trading volume characteristics in thinly traded markets . Applied Financial Economics , 11 : 539 – 56 .
  • Suominen , M . 2001 . Trading volume and information revelation in stock markets . Journal of Financial and Quantitative Analysis , 36 : 545 – 67 .

Reprints and Corporate Permissions

Please note: Selecting permissions does not provide access to the full text of the article, please see our help page How do I view content?

To request a reprint or corporate permissions for this article, please click on the relevant link below:

Order Reprints Request Corporate Permissions

Academic Permissions

Please note: Selecting permissions does not provide access to the full text of the article, please see our help page How do I view content?

Obtain permissions instantly via Rightslink by clicking on the button below:

Request Academic Permissions

If you are unable to obtain permissions via Rightslink, please complete and submit this Permissions form. For more information, please visit our Permissions help page.

Supercharge Your Next Research Paper: Research and write your next paper with Jenni AI.

Related research

People also read lists articles that other readers of this article have read.

Recommended articles lists articles that we recommend and is powered by our AI driven recommendation engine.

Cited by lists all citing articles based on Crossref citations.
Articles with the Crossref icon will open in a new tab.