Macroeconomic attention and announcement risk premia
Year of publication: |
2022
|
---|---|
Authors: | Fisher, Adlai ; Martineau, Charles ; Sheng, Jinfei |
Published in: |
The review of financial studies. - Oxford : Oxford University Press, ISSN 1465-7368, ZDB-ID 1467494-4. - Vol. 35.2022, 11, p. 5057-5093
|
Subject: | Risikoprämie | Risk premium | Ankündigungseffekt | Announcement effect | Wahrnehmung | Perception | Indexberechnung | Index construction | Makroökonomik | Macroeconomics | Arbeitslosigkeit | Unemployment | Geldpolitik | Monetary policy | USA | United States | 1980-2020 |
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