Title of article
Is public information really irrelevant in explaining asset returns?
Author/Authors
Radcliffe G. Edmonds Jr.، نويسنده , , Ali M. Kutan، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2002
Pages
7
From page
223
To page
229
Abstract
Using aggregated data on macroeconomic announcements may disguise the effect of public information on asset returns. We use a disaggregated procedure that captures the impact of each announcement on Nikkei returns and find that public information does affect the market
Keywords
Asset returns , Macroeconomic announcements , JAPAN , Stock market , Public Information
Journal title
Economics Letters
Serial Year
2002
Journal title
Economics Letters
Record number
434982
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