Order imbalance, market returns and macroeconomic news evidence from the Australian interest rate futures market
Year of publication: |
2012
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Authors: | Smales, Lee A. |
Published in: |
Research in international business and finance. - Amsterdam [u.a.] : Elsevier, ISSN 0275-5319, ZDB-ID 424514-3. - Vol. 26.2012, 3, p. 410-427
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Subject: | Futures markets | Order imbalance | Macroeconomic news announcements | Australian financial markets | Australien | Australia | Ankündigungseffekt | Announcement effect | Volatilität | Volatility | Finanzmarkt | Financial market | Zinsderivat | Interest rate derivative | Wirkungsanalyse | Impact assessment | Börsenkurs | Share price | Schätzung | Estimation | Handelsvolumen der Börse | Trading volume |
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