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

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

Détails bibliographiques
Publié dans:Journal of financial and quantitative analysis V. 48, 1-3 (2013).
Auteur principal: Savor, Pavel
Format: Article
Langue:English
Sujets:
Macroeconomics.
Earnings announcements.
Abnormal returns.
Risk premiums.
Tradeoff analysis.
Risk assessment.