---
title: Equity Premium Events
url: https://www.ml-quant.com/papers/ssrn/4832271/
site: ML-Quant (https://www.ml-quant.com)
updated: 2026-09-26
license: Summaries CC BY 4.0; links go to the original sources
index: https://www.ml-quant.com/llms.txt
identifier: SSRN 4832271
source_url: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4832271
featured: 2024-05-22
citations: unknown
topic: Asset Pricing & Factors
---


# Equity Premium Events

The research identifies equity premium events using daily S&P 500 option expirations, finding that economic, political events, and macroeconomic releases cause the largest abnormal equity premia.

- Source: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4832271
- Identifier: SSRN 4832271
- Released: 2024-04-08
- First featured: Quant Letter No. 50 (2024-05-22): https://www.ml-quant.com/issues/2024-05-22/
- Citations (Semantic Scholar): not tracked
- Published in: not yet
- Topic: Asset Pricing & Factors

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