Central bank information shocks, value gains, and value crashes

Adra, S. orcid.org/0000-0002-0187-2607 and Menassa, E. (2022) Central bank information shocks, value gains, and value crashes. Journal of Behavioral Finance. ISSN 1542-7560

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Copyright, Publisher and Additional Information: © 2022 The Institute of Behavioral Finance. This is an author-produced version of a paper subsequently published in Journal of Behavioral Finance. Uploaded in accordance with the publisher's self-archiving policy.
Keywords: Value premium; Federal Reserve; Information shocks; Stock crashes
Dates:
  • Published (online): 30 March 2022
Institution: The University of Sheffield
Academic Units: The University of Sheffield > Faculty of Social Sciences (Sheffield) > Sheffield University Management School
Depositing User: Symplectic Sheffield
Date Deposited: 19 Apr 2022 16:12
Last Modified: 19 Apr 2022 16:12
Status: Published online
Publisher: Informa UK Limited
Refereed: Yes
Identification Number: https://doi.org/10.1080/15427560.2022.2053979

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