event-study
Measuring the effect of particular event on time-series
Literature
US-China Trade War -> Stock Market
News Announcement
Monetary Policy -> Stock Market
Bernanke, B. S., & Kuttner, K. N. (2005). “What explains the stock market's reaction to Federal Reserve policy?” The Journal of Finance, 60(3), 1221‐1257
Rigobon, R., & Sack, B. (2004). “The impact of monetary policy on asset prices” Journal of Monetary Economics, 51(8), 1553‐1575.