Missing Events in Event Studies: Identifying the Effects of Partially Measured News Surprises

Summary

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Authors: Refet S. Gürkaynak, Burçin Kısacıkoğlu, Jonathan H. Wright

Journal title: American Economic Review

Journal number: 110/12

Journal publisher: American Economic Association

Published year: 2020

Published pages: 3871-3912

DOI identifier: 10.1257/aer.20181470

ISSN: 0002-8282