Expectation dispersion, uncertainty, and the reaction to news
Year of publication: |
2023
|
---|---|
Authors: | Born, Benjamin ; Dovern, Jonas ; Enders, Zeno |
Published in: |
European economic review : EER. - Amsterdam : Elsevier, ISSN 0014-2921, ZDB-ID 207969-0. - Vol. 154.2023, p. 1-13
|
Subject: | Expectation dispersion | Uncertainty | Macroeconomic news | Stock market | Event study | Forecaster dispersion | Ankündigungseffekt | Announcement effect | Risiko | Risk | Börsenkurs | Share price | Aktienmarkt | Volatilität | Volatility | Erwartungsbildung | Expectation formation | Prognoseverfahren | Forecasting model | Schätzung | Estimation | Theorie | Theory | Ereignisstudie |
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