Stock Return Skewness and the Cross Section of Monetary Policy Announcement Premiums
Year of publication: |
[2023]
|
---|---|
Authors: | Chue, Timothy K. ; Li, Gang ; Chen, Sipeng |
Publisher: |
[S.l.] : SSRN |
Subject: | Geldpolitik | Monetary policy | Kapitaleinkommen | Capital income | Ankündigungseffekt | Announcement effect | Theorie | Theory | Schätzung | Estimation | Risikoprämie | Risk premium | CAPM |
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