The Macroeconomic Announcement Premium and Information Environment
Kvalita informačného prostredia má vplyv na trhovú rizikovú prémiu a očakávané zníženie rizika v dňoch makroekonomických vyhlásení. Riziková prémia je vysoká, keď je riziko vysoké, ako pri štandardných modeloch oceňovania aktív, zatiaľ čo riziková prémia je nízka, keď je prevládajúce informačné pros...
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