We consider a voting setting where candidates have preferences about the outcome of the election and are free to join or leave the election. The corresponding candidacy game, where candidates choose strategically to participate or not, has been studied in very few papers, mainly by Dutta et al., who showed that no non-dictatorial voting procedure satisfying unanimity is candidacy-strategyproof, or equivalently, is such that the joint action where all candidates enter the election is always a pure strategy Nash equilibrium. They also showed that for voting trees, there are candidacy games with no pure strategy equilibria. However, no results were known about other voting rules. Here we prove several such results. Some are positive (a pure strategy Nash equilibrium is guaranteed for Copeland and the uncovered set, whichever the number of candidates, and for all Condorcet-consistent rules, for 4 candidates). Some are negative, namely for plurality and maximin. We also study the existence of strong equilibria and relate it to a stronger variant of candidate control.