Foreign news and the structure of co-movement in European equity markets : an intraday analysis
Walid Ben Omrane, Syed Mujahid Hussain
| Year of publication: |
May 2016
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|---|---|
| Authors: | Ben Omrane, Walid ; Hussain, Syed Mujahid |
| Published in: |
Research in international business and finance. - Amsterdam [u.a.] : Elsevier, ISSN 0275-5319, ZDB-ID 424514-3. - Vol. 37.2016, p. 572-582
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| Subject: | Macroeconomic news | Impulse response analysis | Volatility | High-frequency data | Volatilität | Aktienmarkt | Stock market | Ankündigungseffekt | Announcement effect | Börsenkurs | Share price | Schätzung | Estimation | EU-Staaten | EU countries | Zeitreihenanalyse | Time series analysis | Wirkungsanalyse | Impact assessment |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.ribaf.2016.01.021 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011595395