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It also preserves the disclaimer that the views are the authors' own.","excerpt":"Henry Dyer and Tomas Jankauskas"},{"dimension":"summary","status":"uncertain","explanation":"The core terms are never explained for a non-specialist: equity risk premia, monetary policy surprises, dovish and hawkish, FOMC, and maturities across the term structure. Only basis point is defined. The reading also never says why the finding matters. The title says surprises shift equity risk premia, yet the authors call the effects small and statistically insignificant. The source's conclusion does use that wording, but the title should carry the caveat. Smallest repair: add plain-language glosses for these terms, or term-library entries, and qualify the title.","excerpt":"The effects of both negative and positive surprises are not very large in economic magnitude and are statistically insignificant"},{"dimension":"date","status":"pass","explanation":"evidence.originalPublished is 2026-08-12T11:00Z, and its UTC day matches the post's dateline of August 12, 2026. There is no hindsight framing. The evidence is a publisher page, so no archive disclosure is needed. 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