Macroeconomic News Effects on the Stock Markets in Intraday Data
Year of publication: |
2013
|
---|---|
Authors: | Będowska-Sójka, Barbara |
Published in: |
Central European Journal of Economic Modelling and Econometrics. - CEJEME. - Vol. 5.2013, 4, p. 249-269
|
Publisher: |
CEJEME |
Subject: | intraday returns | macro surprises | news effect | periodicity | volatility |
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