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.

Detalhes bibliográficos
Publicado no:Journal of financial and quantitative analysis V. 48, 1-3 (2013).
Autor principal: Savor, Pavel
Formato: Artigo
Idioma:English
Assuntos:
Macroeconomics.
Earnings announcements.
Abnormal returns.
Risk premiums.
Tradeoff analysis.
Risk assessment.