Rory Ernst

University of Washington - Michael G. Foster School of Business

Box 353200

Seattle, WA 98195-3200

United States

  • University of Washington - Michael G. Foster School of Business

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More Than 100% of the Equity Premium: How Much Is Really Earned on Macroeconomic Announcement Days?

Number of pages: 52 Posted: 28 Oct 2019
Rory Ernst, Thomas Gilbert and Christopher M. Hrdlicka
University of Washington - Michael G. Foster School of Business, University of Washington - Department of Finance and Business Economics and University of Washington - Michael G. Foster School of Business
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Citation 5

Abstract:

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macroeconomic announcements, equity premium, FOMC, information, news