---
title: Macroeconomic Announcement Premia
url: https://www.ml-quant.com/papers/ssrn/5232941/
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 5232941
source_url: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=5232941
featured: 2025-04-30
citations: unknown
topic: Macro-Finance & Rates
---


# 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.

- Source: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=5232941
- Identifier: SSRN 5232941
- Released: 2025-04-27
- First featured: Quant Letter No. 95 (2025-04-30): https://www.ml-quant.com/issues/2025-04-30/
- Citations (Semantic Scholar): not tracked
- Published in: not yet
- Topic: Macro-Finance & Rates

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