The Macroeconomic Announcement Premium
收藏NBER2018-03-01 更新2025-01-04 收录
下载链接：
https://www.nber.org/papers/w24432
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资源简介：
Empirical studies demonstrate striking patterns in stock market returns in relation to scheduled macroeconomic announcements. First, a large proportion of the total equity premium is realized on days with macroeconomic announcements, despite the small number of such days. Second, the relation
提供机构：
美国国家经济研究局
创建时间：
2018-03-01
