Alternative estimates of the presidential premium
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Cited by:
- Roman Kraussl & Andre Lucas & David R. Rijsbergen & Pieter Jelle van der Sluis & Evert B. Vrugt, 2013. "Washington Meets Wall Street: A Closer Examination of the Presidential Cylce Puzzle," DEM Discussion Paper Series 13-4, Department of Economics at the University of Luxembourg.
- Kräussl, Roman & Lucas, André & Rijsbergen, David R. & van der Sluis, Pieter Jelle & Vrugt, Evert B., 2014.
"Washington meets Wall Street: A closer examination of the presidential cycle puzzle,"
Journal of International Money and Finance, Elsevier, vol. 43(C), pages 50-69.
- R. Kraeussl & A. Lucas & D. Rijsbergen & P.J. van der Sluis & E. Vrugt, 2008. "Washington meets Wall Street: A Closer Examination of the Presidential Cycle Puzzle," Tinbergen Institute Discussion Papers 08-101/2, Tinbergen Institute.
- Roman Kraussl & Andre Lucas & David R. Rijsbergen & Pieter Jelle van der Sluis & Evert B. Vrugt, 2013. "Washington Meets Wall Street: A Closer Examination of the Presidential Cylce Puzzle," LSF Research Working Paper Series 13-4, Luxembourg School of Finance, University of Luxembourg.
- Kräussl, Roman & Lucas, André & Rijsbergen, David R. & van der Sluis, Pieter Jelle & Vrugt, Evert B., 2010. "Washington meets Wall Street: A closer examination of the presidential cycle puzzle," CFS Working Paper Series 2010/06, Center for Financial Studies (CFS).
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Keywords
Stock market; Rate of return;NEP fields
This paper has been announced in the following NEP Reports:- NEP-RMG-2005-05-23 (Risk Management)
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