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...
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| 格式: | 杂志 |
| 语言: | English |
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Washington, D.C. :
International Monetary Fund,
1998.
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| 丛编: | IMF Working Papers; Working Paper ;
No. 1998/079 |
| 在线阅读: | Full text available on IMF |