Political power and the stock market

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School of Business | Bachelor's thesis

Date

2020

Major/Subject

Mcode

Degree programme

Rahoitus

Language

en

Pages

23 + 3

Series

Abstract

In this paper I use monthly US stock market return data from 1926 until 2019 (nominal returns, excess returns and inflation-adjusted returns) to define the way they may correlate with five specifically selected macroeconomic political variables: Protectionism: Negative, Labor Groups: Positive, Right-Left position, Market Economy and Welfare. I also examine the correlation these political variables may have with stock market volatility and the inflation rate, and I also research how the two major US parties have changed in their views on these five matters. The results suggest that, unlike known to literature, the key policy behind greater returns does not seem to be leaning rightwards (partisanship) but negativity towards protectionism. Also the results of political influences to stock market volatility and the inflation rate provide some unexpected outcomes.

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Thesis advisor

Spickers, Theresa

Keywords

politics, stock market performance, volatility, inflation, protectionism, labor unions, partisanship, partisan theory

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