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Does the Fed's New Policy of Immediate Disclosure Affect the Market? (ICPSR 1170)
Principal Investigator(s): Thornton, Daniel L., Federal Reserve Bank of St. Louis
The purpose of the data is to investigate whether and how financial markets have responded to the change in the Federal Open Market Commission (FOMC) disclosure policy, specifically, whether the policy of immediate disclosure has created an announcement effect and whether the policy of immediate disclosure has increased or reduced financial market uncertainty.
These data are flagged as replication datasets and are distributed exactly as they arrived from the data depositor. ICPSR has not checked or processed this material. Users should consult the investigator(s) if further information is desired.
The public-use data files in this collection are available for access by the general public. Access does not require affiliation with an ICPSR member institution.
Thornton, Daniel L. Does the Fed's New Policy of Immediate Disclosure Affect the Market?. ICPSR01170-v1. Ann Arbor, MI: Inter-university Consortium for Political and Social Research [distributor], 1998-10-06. http://doi.org/10.3886/ICPSR01170.v1
Persistent URL: http://doi.org/10.3886/ICPSR01170.v1
Scope of Study
Geographic Coverage: United States
Data Collection Notes:
(1) The files submitted are ND96DATA.DT and ND96PGM.DT, both in ASCII text format. These data are part of ICPSR's Publication-Related Archive and are distributed exactly as they arrived from the data depositor. ICPSR has not checked or processed this material. Users should consult the investigator(s) if further information is desired.
Original ICPSR Release: 1998-10-06
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