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• W1966691719 abstract "Abstract We confirm previous findings that both large‐cap and small‐cap stock returns in the US exhibit a presidential cycle pattern, i.e. returns are significantly higher in the last 2 years than in the first 2 years of the presidential term. We attempt to examine if this presidential cycle pattern can be explained away by the traditional business cycle proxies, namely the term spread (TERM), dividend yield (D/P), and default spread (DEF). Our motivation arises from the political business cycle theory that monetary and fiscal measures undertaken by presidents are usually translated into the business cycle. We find that the presidential cycle has explanatory power beyond business conditions proxies shown to be important in explaining stock returns. Tests of slope parameters show that stock returns are less sensitive to only the D/P during the last 2 years of the presidential term. The presidential cycle effect prevails even after controlling for the party in power and the incumbent versus nonincumbent presidents." @default.
• W1966691719 created "2016-06-24" @default.
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• W1966691719 date "2002-10-09" @default.
• W1966691719 modified "2023-10-01" @default.
• W1966691719 title "Is presidential cycle in security returns merely a reflection of business conditions?" @default.
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• W1966691719 doi "https://doi.org/10.1016/s1058-3300(02)00061-7" @default.
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