Monthly Employment Reports and the Pricing of Firm-Level Earnings News

<p>I use the monthly release of the Employment Situation (ES) by the Bureau of Labor Statistics to examine the impact of macroeconomic uncertainty on the pricing of firm-level earnings news. I use this setting because uncertainty about employment conditions is high the day before the employme...

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Bibliographic Details
Main Author: Melessa, Samuel Joseph
Other Authors: Schipper, Katherine
Published: 2012
Subjects:
Online Access:http://hdl.handle.net/10161/5759