The short-run dynamics of the price adjustment to new information
Year of publication: |
1995
|
---|---|
Authors: | Ederington, Louis H. |
Other Persons: | Lee, Jae-ha (contributor) |
Published in: |
Journal of financial and quantitative analysis : JFQA. - New York, NY [u.a.] : Cambridge University Press, ISSN 0022-1090, ZDB-ID 219406-5. - Vol. 30.1995, 1, p. 117-134
|
Subject: | Ankündigungseffekt | Announcement effect | Zinsderivat | Interest rate derivative | Währungsderivat | Currency derivative | Arbeitsmarkt | Labour market | Verbraucherpreisindex | Consumer price index | USA | United States | 1988-1992 |
-
How markets process information : news releases and volatility
Ederington, Louis H., (1993)
-
Fed-watching, monetary policy regimes, and the response of financial futures to money announcements
Carnes, W. S., (1989)
-
Fed funds futures and the news
Kearney, Adrienne A., (2003)
- More ...
-
Ederington, Louis H., (2001)
-
Ederington, Louis H., (1996)
-
How markets process information : news releases and volatility
Ederington, Louis H., (1993)
- More ...