Adverse Selection Around Macroeconomic News Announcements : Who Pays the Liquidity Cost?
Year of publication: |
[2022]
|
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Authors: | Ryu, Doojin ; Webb, Robert I. ; Yu, Jinyoung |
Publisher: |
[S.l.] : SSRN |
Subject: | Ankündigungseffekt | Announcement effect | Adverse Selektion | Adverse selection | Wirkungsanalyse | Impact assessment | Liquidität | Liquidity |
Extent: | 1 Online-Ressource (41 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments November 13, 2021 erstellt |
Other identifiers: | 10.2139/ssrn.3963065 [DOI] |
Classification: | E44 - Financial Markets and the Macroeconomy ; G11 - Portfolio Choice ; G14 - Information and Market Efficiency; Event Studies |
Source: | ECONIS - Online Catalogue of the ZBW |
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