Investor attention and macroeconomic news announcements : evidence from stock index futures
Year of publication: |
March 2016
|
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Authors: | Chen, Jing ; Liu, Yu-jane ; Luo, Lei ; Tang, Ya |
Published in: |
The journal of futures markets. - Hoboken, NJ : Wiley-Blackwell, ISSN 0270-7314, ZDB-ID 395139-X. - Vol. 36.2016, 3, p. 240-266
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Subject: | Index-Futures | Index futures | Anlageverhalten | Behavioural finance | Wirtschaftsindikator | Economic indicator | Politische Kommunikation | Political communication | Verbraucherpreisindex | Consumer price index | Ankündigungseffekt | Announcement effect | Börsenkurs | Share price | Marktliquidität | Market liquidity | Kalendereffekt | Calendar effect | China |
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