Impact of US macroeconomic news announcements on intraday causalities on selected European stock markets
Year of publication: |
2016
|
---|---|
Authors: | Gurgul, Henryk ; Lach, Łukasz ; Wójtowicz, Tomasz |
Published in: |
Finance a úvěr. - Praha : Datakonekt, ISSN 0015-1920, ZDB-ID 860318-2. - Vol. 66.2016, 5, p. 405-425
|
Subject: | trading volume | return volatility | macroeconomic news | sequential information arrival | Granger causality | Kausalanalyse | Causality analysis | Ankündigungseffekt | Announcement effect | Volatilität | Volatility | USA | United States | Wirkungsanalyse | Impact assessment | Börsenkurs | Share price | Aktienmarkt | Stock market | Handelsvolumen der Börse | Trading volume | Kapitaleinkommen | Capital income |
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