U.S Monetary Policy and Cross-section Stock Returns
碩士 === 國立政治大學 === 財務管理學系 === 106 === This paper studies how US monetary policy affects cross-section stock returns. We find that small firm premium exists in negative shock periods, and premium on high book-to-market stocks exists in positive shock periods. We also find that on FOMC meeting days, th...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2018
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| Online Access: | http://ndltd.ncl.edu.tw/handle/tpq6nc |