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~person:"Füss, Roland"
~person:"Mager, Ferdinand"
~subject:"Impact assessment"
~subject:"Monetary policy"
~subject:"Statistical distribution"
~subject:"Volatility"
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Search: subject:"Macroeconomic Announcements"
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Impact assessment
Monetary policy
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Ankündigungseffekt
3
Announcement effect
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Börsenkurs
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Information dissemination
3
Informationsverbreitung
3
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macroeconomic announcements
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Aktienmarkt
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Information behaviour
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Information density
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Information value
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Informationsverhalten
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Informationsökonomik
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Option pricing theory
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Füss, Roland
Mager, Ferdinand
Wójtowicz, Tomasz
5
Gurgul, Henryk
4
Brzeszczyński, Janusz
3
Kam Fong Chan
3
Kočenda, Evžen
3
Kutan, Ali Mustafa
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Smales, Lee A.
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Stein, Michael
3
Belgacem, Aymen
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Dijk, Dick van
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Du, Ding
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Garcia, Márcio Gomes Pinto
2
Gau, Yin-feng
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Gazzani, Andrea
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Grabellus, Markus
2
Hautsch, Nikolaus
2
Hess, Dieter
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Hussain, Syed Mujahid
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Ishfaq, Muhammad
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Medeiros, Marcelo C.
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Opschoor, Anne
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Wel, Michel van der
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1
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Financial markets and portfolio management
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Journal of international financial markets, institutions & money
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University of St. Gallen, School of Finance Research Paper
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ECONIS (ZBW)
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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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