The impact of US macroeconomic news announcements on Chinese commodity futures
Year of publication: |
2020
|
---|---|
Authors: | Cai, Haidong ; Ahmed, Shamim ; Jiang, Ying ; Liu, Xiaoquan |
Published in: |
Quantitative finance. - London : Taylor & Francis, ISSN 1469-7696, ZDB-ID 2027557-2. - Vol. 20.2020, 12, p. 1927-1966
|
Subject: | Cross-border information transmission | Market quality | Trading activity | Ankündigungseffekt | Announcement effect | China | Wirkungsanalyse | Impact assessment | Rohstoffderivat | Commodity derivative | Aktienmarkt | Stock market | Volatilität | Volatility | USA | United States | Informationsverbreitung | Information dissemination |
Type of publication: | Article |
---|---|
Type of publication (narrower categories): | Konferenzbeitrag ; Conference paper ; Aufsatz in Zeitschrift ; Article in journal |
Language: | English |
Other identifiers: | 10.1080/14697688.2020.1814006 [DOI] |
Source: | ECONIS - Online Catalogue of the ZBW |
-
Commodity Market Volatility in the Presence of U.S. and Chinese Macroeconomic News
Smales, Lee A., (2020)
-
Noise vs. news in equity returns
Chirinko, Robert S., (2006)
-
Ranking of US macroeconomic news impacting WTI crude oil volatility risk
Faseli, Omid, (2019)
- More ...
-
Investor attention, aggregate limit-hits, and stock returns
Cai, Haidong, (2022)
-
Volatility forecasting in the Chinese commodity futures market with intraday data
Jiang, Ying, (2017)
-
Can currency-based risk factors help forecast exchange rates?
Ahmed, Shamim, (2016)
- More ...