Political change, elections, and stock market indicators: a generalized method of moment analysis

Author:

Yiadom Eric B.ORCID,Tay Valentine,Sefe Courage E.K.,Gbade Vivian Aku,Osei-Manu Olivia

Abstract

PurposeThe performance of financial markets is significantly influenced by the political environment during general elections. This study investigates the effect of general elections on stock market performance in selected African markets.Design/methodology/approachPrior studies have been inconsistent in determining whether electioneering events negatively or positively influence stock market performance. The study utilized panel data set with annual observations from 1990 to 2020. The generalized method of moments (GMM) is employed to investigate the effect of electioneering and change in government on key stock market performance indicators, including stock market capitalization, stock market turnover ratio and the value of stock traded.FindingsThe study finds that electioneering activities generally have a positive impact on the performance of the stock market, whereas a change in government has a negative impact. As a result, the study recommends that stakeholders of the stock market remain vigilant and actively monitor electioneering events to devise and implement effective policies aimed at mitigating political risks during general elections. By adopting these measures, investor confidence can be significantly enhanced, fostering a more robust and secure investment environment.Originality/valueThe study investigates a neglected section of the literature by highlighting not only the effect of elections on stock market indicators but also possible change in government during elections.

Publisher

Emerald

Subject

General Medicine

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