The effects of macroeconomic announcements on equity returns and their connections to Fama-French factors
Year of publication: |
2010
|
---|---|
Authors: | Arshanapalli, Bala Gangadhar ; Nelson, William ; Switzer, Lorne N. |
Published in: |
Applied financial economics. - London : Routledge, ISSN 0960-3107, ZDB-ID 1077973-5. - Vol. 20.2010, 16/18, p. 1257-1267
|
Subject: | Ankündigungseffekt | Announcement effect | Wirtschaftslage | Macroeconomic performance | Kapitaleinkommen | Capital income | USA | United States | 1979-2007 |
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