Uncertainty shocks of Trump election in an interval model of stock market-Reference-Cited by-同舟云学术

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Uncertainty shocks of Trump election in an interval model of stock market

Published:2020-09-03 Issue:5 Volume:21 Page:865-879
ISSN:1469-7688
Container-title:Quantitative Finance
language:en
Short-container-title:Quantitative Finance

Author:

Sun Yuying¹²,Qiao Kenan¹²³,Wang Shouyang¹²⁴

Affiliation:

1. Academy of Mathematics and Systems Science, Chinese Academy of Sciences, Beijing, People's Republic of China

2. Center for Forecasting Science, Chinese Academy of Sciences, Beijing, People's Republic of China

3. Faculty of Economics and Business, University of Groningen, Groningen, The Netherlands

4. School of Economics and Management, University of Chinese Academy of Sciences, Beijing, People's Republic of China

Funder

National Natural Science Foundation of China

Fujian Provincial Key Laboratory of Statistics

Publisher

Informa UK Limited

Subject

General Economics, Econometrics and Finance,Finance

Link

https://www.tandfonline.com/doi/pdf/10.1080/14697688.2020.1800070

Reference64 articles.

1. Real-time price discovery in global stock, bond and foreign exchange markets

2. An event study of price movements following realized jumps

3. Why Has US Policy Uncertainty Risen Since 1960?

4. Measuring Economic Policy Uncertainty*

5. A model of investor sentiment1We are grateful to the NSF for financial support, and to Oliver Blanchard, Alon Brav, John Campbell (a referee), John Cochrane, Edward Glaeser, J.B. Heaton, Danny Kahneman, David Laibson, Owen Lamont, Drazen Prelec, Jay Ritter (a referee), Ken Singleton, Dick Thaler, an anonymous referee, and the editor, Bill Schwert, for comments.1

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