遇见数据集

The Macroeconomic Announcement Premium

收藏
NBER2018-03-01 更新2025-01-04 收录
数据链接:
官方服务:

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

创建时间:
2018-03-01
二维码
社区交流群
二维码
科研交流群
商业服务