Similar Search Results - EconBiz

Information and opinions in financial markets

Banerjee, Snehal - 2007

Persistent link: https://www.econbiz.de/10009691380

Announcements, Expectations, and Stock Returns with Asymmetric Information

Han, Leyla Jianyu - 2020

Revisions of consensus forecasts of macroeconomic variables positively predict announcement day forecast errors …, whereas stock market returns on forecast revision days negatively predict announcement day returns. A dynamic noisy rational …

Persistent link: https://www.econbiz.de/10012846330

Expectations and Risk Premia at 8 : 30am: Macroeconomic Announcements and the Yield Curve

Hördahl, Peter - 2017

We investigate the movements of the yield curve after the release of major U.S. macroeconomic announcements through the lenses of an arbitrage-free dynamic term structure model with macroeconomic fundamentals. Combining estimated yield responses obtained using high-frequency data with model...

Persistent link: https://www.econbiz.de/10012970137

Expectations and Risk Premia at 8 : 30am: Macroeconomic Announcements and the Yield Curve

Hördahl, Peter - 2015

We investigate the movements of the yield curve after the release of major U.S. macroeconomic announcements through the lenses of an arbitrage-free dynamic term structure model with macroeconomic fundamentals. Combining estimated yield responses obtained using high-frequency data with model...

Persistent link: https://www.econbiz.de/10013012079

Analyst optimism and the magnitude of earnings growth

Harris, Richard D. F. - 1997

Persistent link: https://www.econbiz.de/10000966504

A comparison of alternative cash flow and discount rate news proxies

Khimich, Natalya - In: Journal of empirical finance 41 (2017), pp. 31-52

Persistent link: https://www.econbiz.de/10011746958

Insider trading, future earnings, and post-earnings announcement drift

Choi, Lyungmae; Faurel, Lucile; Hillegeist, Stephen A. - In: Journal of accounting and public policy 42 (2023) 4, pp. 1-25

Persistent link: https://www.econbiz.de/10014485488

Frictionless house-price momentum

Fève, Patrick; Moura, Alban - 2023

Persistent link: https://www.econbiz.de/10014428525

Do bright-line earnings surprises really affect stock price reactions?

Abarbanell, Jeffery S.; Park, Hyungshin - In: Management science : journal of the Institute for … 63 (2017) 4, pp. 1063-1084

Persistent link: https://www.econbiz.de/10011672819

Frictionless house-price momentum

Fève, Patrick; Moura, Alban - 2023

Persistent link: https://www.econbiz.de/10014432856

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