What Were the Odds? Estimating the Market's Probability of Uncertain Events
收藏NBER2020-12-01 更新2025-01-04 收录
下载链接：
https://www.nber.org/papers/w28265
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资源简介：
An event study generates only a lower bound on the full effect of an event unless researchers know the probability that investors assigned to the event before it occurred. We develop two model-free methods for recovering the markets priced-in probability of events. These methods require running
提供机构：
美国国家经济研究局
创建时间：
2020-12-01
