Missing Events in Event Studies: Identifying the Effects of Partially-Measured News Surprises
收藏NBER2018-09-01 更新2025-01-04 收录
下载链接：
https://www.nber.org/papers/w25016
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资源简介：
Macroeconomic news announcements are elaborate and multi-dimensional. We consider a framework in which jumps in asset prices around macroeconomic news and monetary policy announcements reflect both the response to observed surprises in headline numbers and latent factors, reflecting other details of
提供机构：
美国国家经济研究局
创建时间：
2018-09-01
