Evidence of Macroeconomic Policy Effects over Company-Sector Stock Returns
Given that stock markets may act as an economy mirror, it is explored the sensitivity of company-sector-specific stock returns to macroeconomic news reflecting different economic environments for the UK, US, Germany, Japan and Australian markets between March 1993 and February 2013 using monthly dat...
| Main Authors: | , |
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| Format: | Article |
| Language: | Portuguese |
| Published: |
Universidade Federal de Mato Grosso
2014-11-01
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| Series: | Revista de Estudos Sociais |
| Online Access: | http://periodicoscientificos.ufmt.br/ojs/index.php/res/article/view/1977 |