The stock market's reaction to macroeconomic news under ambiguity
Year of publication: |
2020
|
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Authors: | Viale, Ariel M. ; Giannetti, Antoine ; Garcia-Feijoó, Luis |
Published in: |
Financial markets and portfolio management. - Norwell, Mass. : Springer, ISSN 2373-8529, ZDB-ID 2097963-0. - Vol. 34.2020, 1, p. 65-97
|
Subject: | The stock market | Time-varying ambiguity | Macroeconomic news | Maximum entropy | Börsenkurs | Share price | Ankündigungseffekt | Announcement effect | Aktienmarkt | Stock market | Entropie | Entropy |
Type of publication: | Article |
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Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
Language: | English |
Other identifiers: | 10.1007/s11408-019-00342-3$xR$4ZZ [DOI] 10.1007/s11408-019-00342-3 [DOI] |
Source: | ECONIS - Online Catalogue of the ZBW |
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