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~person:"Chen, Hung‐Kun"
~person:"Taylor, Nicholas"
~subject:"Economic indicator"
~subject:"Volatility"
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Search: subject:"Macroeconomic Announcements"
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3
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Chen, Hung‐Kun
Taylor, Nicholas
Wójtowicz, Tomasz
5
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4
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3
Kam Fong Chan
3
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3
Mager, Ferdinand
3
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3
Stein, Michael
3
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Dijk, Dick van
2
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2
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2
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2
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2
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2
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Asia-Pacific journal of financial studies
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ECONIS (ZBW)
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Market reaction to macroeconomic news : the role of investor sentiment
Chen, Hung‐Kun
;
Lien, Chen‐Ting
- In:
Asia-Pacific journal of financial studies
46
(
2017
)
6
,
pp. 853-875
Persistent link: https://www.econbiz.de/10011865907
Saved in:
2
On the effects of private information on volatility
Opschoor, Anne
;
Wel, Michel van der
;
Dijk, Dick van
; …
-
2011
-
This version: May 9, 2011
' expectations about
macroeconomic
announcements
. Finally, we find that the effect of private information on volatility is larger …
Persistent link: https://www.econbiz.de/10011386466
Saved in:
3
Order flow and volatility : an empirical investigation
Opschoor, Anne
;
Taylor, Nicholas
;
Wel, Michel van der
; …
- In:
Journal of empirical finance
28
(
2014
),
pp. 185-201
Persistent link: https://www.econbiz.de/10011285068
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