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    • Stock Market Volatility around National Election 

      Bialkowski, J.; Wisniewski, T.P.; Gottschalk, K. (University of Canterbury. Department of Economics and Finance, 2006)
      In a sample of 27 OECD countries, this paper investigates whether the event of a national election induces higher stock market volatility. It is found that the country- specific component of index return variance can ...