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Macroeconomic news and stock-bond comovement

Duffee, Greg - In: Review of finance : journal of the European Finance … 27 (2023) 5, pp. 1859-1882

Persistent link: https://www.econbiz.de/10014391611

Macroeconomic news in asset pricing and reality

Duffee, Greg - In: The journal of finance : the journal of the American … 78 (2023) 3, pp. 1499-1543

Persistent link: https://www.econbiz.de/10014312036

The immediate impact of purchasing/sales contract announcements on the market value of firms : an empirical study in China

Yang, Jun; Lu, Wei; Zhou, Chunhui - In: International journal of production economics 156 (2014), pp. 169-179

Persistent link: https://www.econbiz.de/10010410283

Does doing good lead to doing better in emerging markets? : stock market responses to the SRI index announcements in Brazil, China, and South Africa

Peng, Zou; Wang, Qi; Xie, Jinhong; Zhou, Chenxi - In: Journal of the Academy of Marketing Science 48 (2020) 5, pp. 966-986

Persistent link: https://www.econbiz.de/10012301296

Macroeconomic News in Asset Pricing and Reality

Duffee, Gregory R. - 2022

Revisions in successive Greenbook forecasts of quarterly real GDP growth proxy for news of current and expected future economic growth. In the sample 1975 through 2015, news of future growth is slightly negatively related to contemporaneous changes in Treasury bond yields, while news of current...

Persistent link: https://www.econbiz.de/10014236713