A model of two days : discrete news and asset prices
Jessica A. Wachter, Yicheng Zhu
| Year of publication: |
2022
|
|---|---|
| Authors: | Wachter, Jessica ; Zhu, Yicheng |
| Published in: |
The review of financial studies. - Oxford : Oxford University Press, ISSN 1465-7368, ZDB-ID 1467494-4. - Vol. 35.2022, 5, p. 2246-2307
|
| Subject: | Ankündigungseffekt | Announcement effect | Börsenkurs | Share price | Wirtschaftslage | Macroeconomic performance | Wertpapierhandel | Securities trading | Kapitalmarktrendite | Capital market returns | Betafaktor | Beta risk | USA | United States | 1961-2016 |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1093/rfs/hhab080 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013188957