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Please use this identifier to cite or link to this item: http://arks.princeton.edu/ark:/88435/dsp01z029p7316
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dc.contributor.advisorCameron, Charles M.-
dc.contributor.authorBruno, Alexandra-
dc.date.accessioned2017-07-13T18:31:27Z-
dc.date.available2017-07-13T18:31:27Z-
dc.date.created2017-04-04-
dc.date.issued2017-4-4-
dc.identifier.urihttp://arks.princeton.edu/ark:/88435/dsp01z029p7316-
dc.description.abstractOn November 9, 2016, Donald Trump was named the 45th President of theUnited States. This result was highly unexpected as was the incredible stockmarket rally that ensued following election night. This research takes a closerlook at how the election outcome impacted the financial markets. Our researchpresents a new way to conduct a presidential election event study throughapplication of the regression discontinuity methodology. Through analysis of16 sector specific indices, we provide evidence that a) the election outcome wasunexpected, b) anticipated future policies are reflected in asset prices, and c) theelection outcome caused a disjoint in asset price movements.en_US
dc.language.isoen_USen_US
dc.titleTHE TRUMP EFFECT: A SECTOR SPECIFIC ANALYSIS OF MARKET MOVEMENTS FOLLOWING THE 2016 PRESIDENTIAL ELECTIONen_US
dc.typePrinceton University Senior Theses-
pu.date.classyear2017en_US
pu.departmentPoliticsen_US
pu.pdf.coverpageSeniorThesisCoverPage-
pu.contributor.authorid960761110-
pu.contributor.advisorid000078706-
Appears in Collections:Politics, 1927-2020

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