Price Adjustment to News with Uncertain Precision
Year of publication: |
2008-03
|
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Authors: | Hautsch, Nikolaus ; Hess, Dieter ; Müller, Christoph |
Institutions: | Sonderforschungsbereich 649: Ökonomisches Risiko, Wirtschaftswissenschaftliche Fakultät |
Subject: | Bayesian learning | information quality | precision signals | macroeconomic announcements |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Number SFB649DP2008-025 47 pages |
Classification: | E44 - Financial Markets and the Macroeconomy ; G14 - Information and Market Efficiency; Event Studies |
Source: |
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Price adjustment to news with uncertain precision
Hautsch, Nikolaus, (2008)
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Price adjustment to news with uncertain precision
Hautsch, Nikolaus, (2011)
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Price adjustment to news with uncertain precision
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The Impact of Macroeconomic News on Quote Adjustments, Noise, and Informational Volatility
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Price adjustment to news with uncertain precision
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Price Adjustment to News with Uncertain Precision
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