Responses of the Stock Market to Macroeconomic Announcements Across Economic States /

Is the stock market responsive to macroeconomic news? This paper employs the daily returns of the Dow Jones Industrial Index, the S and P 500 index, the Russell 1000 index, and the Russell 2000 index to examine stock market reactions to a broad list of macroeconomic announcements, including money su...

全面介紹

書目詳細資料
主要作者: Hu, Zuliu
其他作者: Li, Li
格式: 雜誌
語言:English
出版: Washington, D.C. : International Monetary Fund, 1998.
叢編:IMF Working Papers; Working Paper ; No. 1998/079
在線閱讀:Full text available on IMF