Publicação
The value of volume: United States presidential elections and trading volume response
| datacite.subject.fos | Ciências Sociais::Economia e Gestão | pt_PT |
| dc.contributor.advisor | D’Arienzo, Daniele | |
| dc.contributor.author | Murat-Prater, Karly | |
| dc.date.accessioned | 2023-07-31T13:27:40Z | |
| dc.date.available | 2023-07-31T13:27:40Z | |
| dc.date.issued | 2023-01-12 | |
| dc.date.submitted | 2022-12-16 | |
| dc.description.abstract | Studies have found that there is a market reaction to the introduction of new policies and elections. Additionally, past research has demonstrated that firm-specific events contain information that can lead to abnormal trading volume. However, little has been done to establish a link between investors’ reaction to political events and trading volume. In this paper, I examine the impact of United States presidential elections on investors’ trading behavior through a trading volume event study. I find that there was positive abnormal trading after the 2016 and 2020 elections, and that the effect was more pronounced after the 2016 election. | pt_PT |
| dc.identifier.tid | 203312341 | pt_PT |
| dc.identifier.uri | http://hdl.handle.net/10362/156031 | |
| dc.language.iso | eng | pt_PT |
| dc.relation | UID/ECO/00124/2013 | pt_PT |
| dc.subject | United States elections | pt_PT |
| dc.subject | Trading volume | pt_PT |
| dc.subject | Abnormal trading | pt_PT |
| dc.subject | Investor expectations | pt_PT |
| dc.subject | Individual investors | pt_PT |
| dc.title | The value of volume: United States presidential elections and trading volume response | pt_PT |
| dc.type | master thesis | |
| dspace.entity.type | Publication | |
| rcaap.rights | openAccess | pt_PT |
| rcaap.type | masterThesis | pt_PT |
| thesis.degree.name | A Work Project, presented as part of the requirements for the Award of a Masters Degree in Finance from the NOVA – School of Business and Economics | pt_PT |