Intraday futures market behaviour around major scheduled macroeconomic announcements : Australian evidence
Year of publication: |
2001
|
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Authors: | Frino, Alex ; Hill, Amelia |
Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 25.2001, 7, p. 1319-1337
|
Subject: | Ankündigungseffekt | Announcement effect | Index-Futures | Index futures | Volatilität | Volatility | Handelsvolumen der Börse | Trading volume | Geld-Brief-Spanne | Bid-ask spread | Australien | Australia | Wirkungsanalyse | Impact assessment | 1995-1997 |
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