The impact of macroeconomic news on quote adjustments, noise, and informational volatility
| Year of publication: |
2011
|
|---|---|
| Authors: | Hautsch, Nikolaus ; Hess, Dieter ; Veredas, David |
| Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 7529053. - Vol. 35.2011, 10, p. 2733-2747
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