and European macroeconomic news on the volatility of USD/EUR 5-minute returns was tested by using the Flexible Fourier … Form method. The results were consistent with earlier studies. Macroeconomic news increased volatility significantly, and … volatility was re-confirmed in this study. The announcements were also divided into two categories, the first containing the news …

of news effects. No evidence of asymmetric responses to news about prices and spreads is found. …

interpretation in terms of news effects. No evidence of asymmetric responses to news about prices and spreads is found. <p> Paper [2 … indicate that the value of order book information is short-term. <p> Paper [4] This paper studies the impact of news … announcements on trade durations in stocks on the Stockholm Stock Exchange. The news are categorized into four groups and the impact …

for the Realized Volatility in a general endogenous time setting. We also establish a central limit theorem for the …

The impact of Bitcoin futures introduction on the underlying Bitcoin volatility has been a controversial topic … the impacts of Bitcoin futures trading on spot market volatility in the short and long run. Using exponential GARCH model …, we introduce a dummy in the variance equation to capture the changes in the volatility before and after the introduction …