Real-Time Forecasting and Political Stock Market Anomalies: Evidence for the U.S
32 Pages Posted: 8 Jun 2016
Date Written: 2006
Abstract
Using monthly data for the period 1953-2003, we apply a real-time modeling approach
Keywords: Political stock market anomalies, predictability of stock returns, efficient markets hypothesis, real-time forecasting
JEL Classification: G14, G11
Suggested Citation: Suggested Citation
Bohl, Martin T. and Döpke, Jörg and Pierdzioch, Christian, Real-Time Forecasting and Political Stock Market Anomalies: Evidence for the U.S (2006). Bundesbank Series 1 Discussion Paper No. 2006,22, Available at SSRN: https://ssrn.com/abstract=2785251 or http://dx.doi.org/10.2139/ssrn.2785251
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