Work

Premium for heightened uncertainty: Explaining pre-announcement market returns

Year: 2021

Type: article

Source: Journal of Financial Economics

DOI: 10.1016/j.jfineco.2021.09.015

Authors: Grace Xing Hu, Jun Pan, Jiang Wang, Haoxiang Zhu

Institutions: Tsinghua University, Shanghai Jiao Tong University, Massachusetts Institute of Technology

Language: English

Topic: Financial Markets and Investment Strategies

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: green

OpenAlex ID: W3122856157

FWCI: 13.47

Cites: 43

Cited by: 127

Related to: 10