{"image_url":null,"title":"\u30de\u30af\u30ed\u7d4c\u6e08\u516c\u8868\u30d7\u30ec\u30df\u30a2\u30e0","width":"100%","url":"https://himaginary.hatenablog.com/entry/20180328/The_Macroeconomic_Announcement_Premium","provider_name":"Hatena Blog","description":"\u3068\u3044\u3046NBER\u8ad6\u6587\u304c\u4e0a\u304c\u3063\u3066\u3044\u308b\uff08SSRN\u3067ungated\u7248\u304c\u8aad\u3081\u308b\uff09\u3002\u539f\u984c\u306f\u300cThe Macroeconomic Announcement Premium\u300d\u3067\u3001\u8457\u8005\u306fJessica A. Wachter\uff08\u30da\u30f3\u30b7\u30eb\u30d9\u30cb\u30a2\u5927\uff09\u3001 Yicheng Zhu\uff08\u540c\uff09\u3002 \u4ee5\u4e0b\u306f\u305d\u306e\u8981\u65e8\u3002 Empirical studies demonstrate striking patterns in stock market returns in relation to scheduled macroeconomic announcements. First, a large proportion of the to\u2026","published":"2018-03-28 00:00:00","author_url":"https://blog.hatena.ne.jp/himaginary/","version":"1.0","provider_url":"https://hatena.blog","type":"rich","author_name":"himaginary","blog_title":"himaginary\u2019s diary","categories":["\u7d4c\u6e08"],"html":"<iframe src=\"https://hatenablog-parts.com/embed?url=https%3A%2F%2Fhimaginary.hatenablog.com%2Fentry%2F20180328%2FThe_Macroeconomic_Announcement_Premium\" title=\"\u30de\u30af\u30ed\u7d4c\u6e08\u516c\u8868\u30d7\u30ec\u30df\u30a2\u30e0 - himaginary\u2019s diary\" class=\"embed-card embed-blogcard\" scrolling=\"no\" frameborder=\"0\" style=\"display: block; width: 100%; height: 190px; max-width: 500px; margin: 10px 0px;\"></iframe>","height":"190","blog_url":"https://himaginary.hatenablog.com/"}