How much do investors care about macroeconomic risk? Evidence from scheduled economic annoucements.

Bibliographic Details
Published in:	Journal of financial and quantitative analysis V. 48, 1-3 (2013).
Main Author:	Savor, Pavel
Format:	Article
Language:	English
Subjects:	Macroeconomics. Earnings announcements. Abnormal returns. Risk premiums. Tradeoff analysis. Risk assessment.