资料抓Yahoo Finance, 区间为前后15天
Election_Date SP500_Return TSEC_Return Difference
_____________ ____________ ___________ __________
18-Mar-2000 6.95 6.24 -0.71
20-Mar-2004 -0.44 -3.76 -3.32
22-Mar-2008 6.25 2.33 -3.92
14-Jan-2012 4.53 4.74 0.21
16-Jan-2016 -5 -2.17 2.83
11-Jan-2020 0.23 -5.54 -5.77
前后30天
Election_Date SP500_Return TSEC_Return Difference
_____________ ____________ ___________ __________
18-Mar-2000 1.13 -11.85 -12.98
20-Mar-2004 -0.75 1.46 2.21
22-Mar-2008 3.72 12.33 8.61
14-Jan-2012 11.53 16.98 5.45
16-Jan-2016 -6.82 -3.04 3.78
11-Jan-2020 6.06 -2.22 -8.28
前后60天
Election_Date SP500_Return TSEC_Return Difference
_____________ ____________ ___________ __________
18-Mar-2000 -0.1 -1.78 -1.68
20-Mar-2004 -3.83 -6.53 -2.7
22-Mar-2008 6.89 18.91 12.02
14-Jan-2012 11.71 8.47 -3.24
16-Jan-2016 -0.37 3.32 3.69
11-Jan-2020 -10.75 -5.44 5.31
前后90天
Election_Date SP500_Return TSEC_Return Difference
_____________ ____________ ___________ __________
18-Mar-2000 3.66 14.36 10.7
20-Mar-2004 5.11 -3.3 -8.41
22-Mar-2008 -10.3 -0.49 9.81
14-Jan-2012 13.14 5.85 -7.29
16-Jan-2016 3.5 1.11 -2.39
11-Jan-2020 -6.1 -6.72 -0.62
前后180天
Election_Date SP500_Return TSEC_Return Difference
_____________ ____________ ___________ __________
18-Mar-2000 12.16 -10.28 -22.44
20-Mar-2004 11.76 3.79 -7.97
22-Mar-2008 -18.82 -38.04 -19.22
14-Jan-2012 4.53 -16.49 -21.02
16-Jan-2016 3.93 -1.21 -5.14
11-Jan-2020 6.64 12.1 5.46
开放各自解读?