Expectation dispersion, uncertainty, and the reaction to news
Key macroeconomic indicator releases are closely monitored by financial markets. We examine the impact of expectation dispersion and economic uncertainty on the stock market’s reaction to these indicators. We find that the strength of the financial market response to news decreases with the precedin...
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| Main Authors: | , , |
|---|---|
| Format: | Article (Journal) |
| Language: | English |
| Published: |
3 April 2023
|
| In: |
European economic review
Year: 2023, Volume: 154, Pages: 1-13 |
| ISSN: | 1873-572X |
| DOI: | 10.1016/j.euroecorev.2023.104440 |
| Online Access: | Verlag, lizenzpflichtig, Volltext: https://doi.org/10.1016/j.euroecorev.2023.104440 Verlag, lizenzpflichtig, Volltext: https://www.sciencedirect.com/science/article/pii/S0014292123000697 
|
| Author Notes: | Benjamin Born, Jonas Dovern, Zeno Enders |
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Expectation dispersion, uncertainty, and the reaction to news
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