political uncertainty

Political Populism and Financial Markets

Annual Meeting of the European Public Choice Society 2019 (Jerusalem, Israel)

Quantitative Selection of Election Portfolios

We combine stock prices with data from political betting markets in order to assess individual stock price sensitivity to potential election outcomes. Selecting stocks before the elections based on this sensitivity, we build portfolios that generate large positive returns after the election date conditional on the election outcome.

Political Populism and Financial Markets

We examine the effect of populism on financial markets around national elections.