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subject:"Announcement effect"
~person:"Bhattacharya, Anand K."
~person:"Easton, Steve"
~person:"Miura, Ko"
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Announcement effect
Interest rate derivative
7
Zinsderivat
7
Ankündigungseffekt
4
Public bond
4
USA
4
United States
4
Öffentliche Anleihe
4
Börsenkurs
3
Geldpolitik
3
Monetary policy
3
Share price
3
1980-1984
2
Central bank
2
Central bank announcements
2
Efficient market hypothesis
2
Effizienzmarkthypothese
2
Estimation
2
Government bond futures
2
Herdenverhalten
2
Herding
2
Herding behavior
2
Hypothek
2
Information efficiency
2
Market microstructure
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Marktmikrostruktur
2
Mortgage
2
Schätzung
2
Zentralbank
2
1979-1982
1
1982-1985
1
Australia
1
Australien
1
CAPM
1
Explanatory minutes
1
Global Financial Crisis
1
Inflation
1
Interest rate futures market
1
Monetary policy announcement
1
Residential construction
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Bhattacharya, Anand K.
Easton, Steve
Miura, Ko
Hess, Dieter
13
Hautsch, Nikolaus
10
Moessner, Richhild
5
Veredas, David
5
Bernoth, Kerstin
4
Gürkaynak, Refet S.
4
Smales, Lee A.
4
Swanson, Eric T.
4
Ederington, Louis H.
3
Hagen, Jürgen von
3
Lee, Jae-ha
3
Levin, Andrew T.
3
Marder, Andrew N.
3
Docherty, Paul
2
Kamada, Koichiro
2
Kurosaki, Tetsuo
2
McCredie, Bronwyn
2
Uylangco, Katherine
2
Wang, George H. K.
2
Webb, Robert I.
2
Yamada, Tetsuya
2
Bjursell, C. Johan
1
Bjursell, Johan
1
Carnes, W. S.
1
Chen, Zhanyu
1
Choi, Hyunyoung
1
Chuderewicz, Russell P.
1
Clare, Andrew D.
1
Courtenay, Roger
1
Easton, Stephen Andrew
1
Finnerty, Joseph E.
1
Firth, Michael Anthony
1
Franke, Günter
1
Gay, Gerald D.
1
Gurrola, Pedro
1
Hanweck, Gerald Alfred
1
Hein, Scott E.
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IMES discussion paper series / Englische Ausgabe
1
Pacific-Basin finance journal
1
The North American journal of economics and finance : a journal of financial economics studies
1
The journal of futures markets
1
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ECONIS (ZBW)
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Central bank policy announcements and changes in trading behavior : evidence from bond futures high frequency price data
Kamada, Koichiro
;
Kurosaki, Tetsuo
;
Miura, Ko
;
Yamada, …
- In:
The North American journal of economics and finance : a …
59
(
2022
),
pp. 1-27
Persistent link: https://www.econbiz.de/10013413462
Saved in:
2
Central bank policy announcements and changes in trading behavior : evidence from bond futures high frequency price data
Kamada, Koichiro
;
Kurosaki, Tetsuo
;
Miura, Ko
;
Yamada, …
-
2018
Persistent link: https://www.econbiz.de/10013347266
Saved in:
3
The differential impact of monetary policy announcements and explanatory minutes releases on the Australian interest rate futures market
McCredie, Bronwyn
;
Docherty, Paul
;
Easton, Steve
; …
- In:
Pacific-Basin finance journal
29
(
2014
),
pp. 261-271
Persistent link: https://www.econbiz.de/10010495710
Saved in:
4
The joint effect of housing start and inflation announcements on GNMA futures prices
Bhattacharya, Anand K.
- In:
The journal of futures markets
6
(
1986
)
4
,
pp. 645-657
Persistent link: https://www.econbiz.de/10001135345
Saved in:
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