Is public information really irrelevant in explaining asset returns?

DOI10.1016/S0165-1765(02)00050-2zbMath1031.91082OpenAlexW2024666670MaRDI QIDQ1607271

Radcliffe G. Edmonds, Ali M. Kutan

Publication date: 31 July 2002

Published in: Economics Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0165-1765(02)00050-2

zbMATH Keywords

JapanAsset returnsStock marketMacroeconomic announcementsPublic information

Mathematics Subject Classification ID

Macroeconomic theory (monetary models, models of taxation) (91B64)

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