Premium for heightened uncertainty : explaining pre-announcement market returns
Year of publication: |
2022
|
---|---|
Authors: | Hu, Grace Xing ; Pan, Jun ; Wang, Jiang ; Zhu, Haoxiang |
Published in: |
Journal of financial economics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-405X, ZDB-ID 187118-3. - Vol. 145.2022, 3, p. 909-936
|
Subject: | FOMC | Heightened uncertainty | Macroeconomic announcements | Pre-Announcement drift | VIX | Ankündigungseffekt | Announcement effect | Risiko | Risk | Geldpolitik | Monetary policy | Volatilität | Volatility | Kapitaleinkommen | Capital income | Kapitalmarktrendite | Capital market returns | Kapitalmarkttheorie | Financial economics |
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