The impact of macroeconomic news on quote adjustments, noise, and informational volatility
Year of publication: |
2011
|
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Authors: | Hautsch, Nikolaus ; Hess, Dieter E. ; Veredas, David |
Publisher: |
Cologne : University of Cologne, Centre for Financial Research (CFR) |
Subject: | effcient return | macroeconomic announcements | microstructure noise | informational volatility |
Series: | CFR working paper ; 11-06 |
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Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 656412704 [GVK] hdl:10419/44967 [Handle] RePEc:zbw:cfrwps:1106 [RePEc] |
Classification: | C32 - Time-Series Models ; G14 - Information and Market Efficiency; Event Studies ; E44 - Financial Markets and the Macroeconomy |
Source: |
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The impact of macroeconomic news on quote adjustments, noise, and informational volatility
Hautsch, Nikolaus, (2011)
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The impact of macroeconomic news on quote adjustments, noise, and informational volatility
Hautsch, Nikolaus, (2010)
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The impact of macroeconomic news on quote adjustments, noise, and informational volatility
Hautsch, Nikolaus, (2010)
- More ...
-
The impact of macroeconomic news on quote adjustments, noise, and informational volatility
Hautsch, Nikolaus, (2010)
-
The impact of macroeconomic news on quote adjustments, noise, and informational volatility
Hautsch, Nikolaus, (2010)
-
The impact of macroeconomic news on quote adjustments, noise, and informational volatility
Hautsch, Nikolaus, (2010)
- More ...