Political risk, investor attention and the Scottish Independence referendum
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DOI: 10.1016/j.frl.2015.01.008
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Cited by:
- Julia Darby & Jun Gao & Siobhan Lucey & Sheng Zhu, 2019. "Is heightened political uncertainty priced in stock returns? Evidence from the 2014 Scottish independence referendum," Working Papers 1913, University of Strathclyde Business School, Department of Economics.
- Auld, T., 2022. "Betting and financial markets are cointegrated on election night," Cambridge Working Papers in Economics 2263, Faculty of Economics, University of Cambridge.
- Auld, T., 2022. "Political markets as equity price factors," Cambridge Working Papers in Economics 2264, Faculty of Economics, University of Cambridge.
- Hill, Paula & Korczak, Adriana & Korczak, Piotr, 2019. "Political uncertainty exposure of individual companies: The case of the Brexit referendum," Journal of Banking & Finance, Elsevier, vol. 100(C), pages 58-76.
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More about this item
Keywords
Pricing of risk; Investor inattention; Scottish referendum;All these keywords.
JEL classification:
- G1 - Financial Economics - - General Financial Markets
- G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
- G14 - Financial Economics - - General Financial Markets - - - Information and Market Efficiency; Event Studies; Insider Trading
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