Missing events in event studies : identifying the effects of partially measured news surprises
by Refet S. Gürkaynak, Burçin Kisacikoğlu, and Jonathan H. Wright
| Year of publication: |
2020
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|---|---|
| Authors: | Gürkaynak, Refet S. ; Kısacıkoğlu, Burçin ; Wright, Jonathan H. |
| Published in: |
The American economic review. - Nashville, Tenn. : American Economic Assoc., ISSN 0002-8282, ZDB-ID 203590-X. - Vol. 110.2020, 12, p. 3871-3912
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| Subject: | Ereignisstudie | Event study | Zustandsraummodell | State space model | Börsenkurs | Share price | Wirtschaftsinformation | Economic information | Ankündigungseffekt | Announcement effect | Theorie | Theory | Mediale Berichterstattung | Media coverage | Rentenmarkt | Bond market | Schätzung | Estimation | USA | United States | 1992-2018 |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1257/aer.20181470 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012431236