Trade policy sensitivity and global stock returns: Evidence from the 2016 U.S. Presidential election

B-Tier
Journal: Journal of Banking & Finance
Year: 2025
Volume: 178
Issue: C

Authors (5)

Bui, Dien Giau (not in RePEc) Hasan, Iftekhar (Fordham University) Lin, Chih-Yung (National Yang Ming Chiao Tung ...) Mai, Ngoc Thuy (not in RePEc) Vaike, Chris (not in RePEc)

Score contribution per author:

0.402 = (α=2.01 / 5 authors) × 1.0x B-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

Abstract

This paper introduces a novel measure to quantify firms’ sensitivity to shifts in bilateral trade flows between the United States and its trading partners. We exploit the 2016 U.S. presidential election as an exogenous shock to trade policy expectations and assess the stock market reactions of firms across 52 countries. Our findings indicate that firms with higher trade policy sensitivity experienced significantly more negative stock returns surrounding the election. These results are robust to variations in event windows, return model specifications, and alternative estimations of trade policy sensitivity.

Technical Details

RePEc Handle
repec:eee:jbfina:v:178:y:2025:i:c:s0378426625001372
Journal Field
Finance
Author Count
5
Added to Database
2026-01-25