What Moves Stock Prices?
收藏NBER1988-03-01 更新2025-01-04 收录
下载链接：
https://www.nber.org/papers/w2538
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资源简介：
This paper estimates the fraction of the variance in aggregate stock returns that can be attributed to various kinds of news. First, we consider macroeconomic news and show that it is difficult to explain more than one third of the return variance from this source. Second, to explore the possibility
提供机构：
美国国家经济研究局
创建时间：
1988-03-01
