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~person:"Füss, Roland"
~person:"Mager, Ferdinand"
~subject:"Finanzkrise"
~subject:"Impact assessment"
~subject:"Monetary policy"
~subject:"Volatility"
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Search: subject:"Macroeconomic Announcements"
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Füss, Roland
Mager, Ferdinand
Wójtowicz, Tomasz
5
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Kam Fong Chan
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Something in the air: information density, news surprises, and price jumps
Füss, Roland
;
Grabellus, Markus
;
Mager, Ferdinand
; …
-
2015
measures the abnormal amount of noisy “ticker” news before scheduled
macroeconomic
announcements
, is significantly related to …
Persistent link: https://www.econbiz.de/10011344170
Saved in:
2
Something in the air : information density, news surprises, and price jumps
Füss, Roland
;
Grabellus, Markus
;
Mager, Ferdinand
; …
- In:
Journal of international financial markets, …
53
(
2018
),
pp. 50-75
Persistent link: https://www.econbiz.de/10011983755
Saved in:
3
Financial crises, price discovery, and information transmission : a high-frequency perspective
Füss, Roland
;
Mager, Ferdinand
;
Stein, Michael
;
Zhao, Lu
- In:
Financial markets and portfolio management
32
(
2018
)
4
,
pp. 333-365
Persistent link: https://www.econbiz.de/10011951995
Saved in:
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