The Macroeconomic Announcement Premium
收藏数据链接:
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
提供机构:
美国国家经济研究局创建时间:
2018-03-01



