Macroeconomic Announcement Premia
Stock returns are exceptionally high on days of scheduled macroeconomic announcements, with increased uncertainty about future monetary policy paths heightening market sensitivity to these releases.
Featured in No. 95 on 30 Apr 2025 · 3 days after release
- Released
- 27 Apr 2025
- First featured
- No. 95 · 30 Apr 2025
- Published in
- Not yet, as far as Semantic Scholar knows
- Shares when featured
- 3
- Identifier
- SSRN 5232941
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