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~person:"Halova Wolfe, Marketa"
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Ankündigungseffekt
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drift
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informed trading
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Halova Wolfe, Marketa
Blau, Benjamin
11
Kurov, Alexander
7
Lin, Emily
7
Sancetta, Alessio
7
Czech, Robert
6
Gradojevic, Nikola
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Strasser, Georg
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ECONIS (ZBW)
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1
Drift Begone! : release policies and preannouncement
informed
trading
Kurov, Alexander
;
Sancetta, Alessio
;
Halova Wolfe, Marketa
- In:
Journal of international money and finance
128
(
2022
),
pp. 1-19
Persistent link: https://www.econbiz.de/10013438379
Saved in:
2
Price Drift before U.S. Macroeconomic News : Private Information about Public Announcements?
Kurov, Alexander
-
2017
. Nine of the 20 announcements that move markets show evidence of substantial
informed
trading
before the official release …
Persistent link: https://www.econbiz.de/10012971320
Saved in:
3
Price drift before U.S. macroeconomic news : private information about public announcements?
Kurov, Alexander
;
Sancetta, Alessio
;
Strasser, Georg
; …
-
2016
Persistent link: https://www.econbiz.de/10011618283
Saved in:
4
Price Drift Before U.S. Macroeconomic News : Private Information About Public Announcements?
Kurov, Alexander
-
2016
21 market-moving announcements show evidence of substantial
informed
trading
before the official release time. Prices …
Persistent link: https://www.econbiz.de/10012992424
Saved in:
5
Price drift before U.S. macroeconomic news : private information about public announcements?
Kurov, Alexander
;
Sancetta, Alessio
;
Strasser, Georg
; …
-
2015
-
This draft: July 29, 2015
Persistent link: https://www.econbiz.de/10011508311
Saved in:
6
Price drift before U.S. macroeconomic news : private information about public announcements?
Kurov, Alexander
;
Sancetta, Alessio
;
Strasser, Georg
; …
- In:
Journal of financial and quantitative analysis : JFQA
54
(
2019
)
1
,
pp. 449-479
Persistent link: https://www.econbiz.de/10012128928
Saved in:
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