Does the Fed's New Policy of Immediate Disclosure Affect the Market? (ICPSR 1170)

Version Date: Oct 6, 1998

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Principal Investigator(s):
Daniel L. Thornton, Federal Reserve Bank of St. Louis

https://doi.org/10.3886/ICPSR01170.v1

Version V1

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Summary

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.

Citation

Thornton, Daniel L. Does the Fed’s New Policy of Immediate Disclosure Affect the Market? Ann Arbor, MI: Inter-university Consortium for Political and Social Research [distributor], 1998-10-06. https://doi.org/10.3886/ICPSR01170.v1

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Subject Terms

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Distributor(s)

Inter-university Consortium for Political and Social Research
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Data Collection Notes

  1. (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.

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Original Release Date

1998-10-06

Version History

2018-02-15 The citation of this study may have changed due to the new version control system that has been implemented. The previous citation was:

  • 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

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Notes

  • 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.