Drift Begone! : release policies and preannouncement informed trading
Year of publication: |
2022
|
---|---|
Authors: | Kurov, Alexander ; Sancetta, Alessio ; Halova Wolfe, Marketa |
Published in: |
Journal of international money and finance. - Amsterdam [u.a.] : Elsevier, ISSN 0261-5606, ZDB-ID 872014-9. - Vol. 128.2022, p. 1-19
|
Subject: | drift | foreign exchange market | informed trading | Macroeconomic news announcements | preannouncement effect | release policies | Ankündigungseffekt | Announcement effect | Devisenmarkt | Foreign exchange market | Wirkungsanalyse | Impact assessment | Volatilität | Volatility |
-
Phylaktis, Kate, (2010)
-
Macroeconomic news and exchange rates : exploring the role of order flow
Jabeen, Munazza, (2022)
-
Cram, Roberto Gómez, (2014)
- More ...
-
Price drift before U.S. macroeconomic news : private information about public announcements?
Kurov, Alexander, (2015)
-
Price Drift before U.S. Macroeconomic News : Private Information about Public Announcements?
Kurov, Alexander, (2017)
-
Price Drift Before U.S. Macroeconomic News : Private Information About Public Announcements?
Kurov, Alexander, (2016)
- More ...