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1
Cross-border scheduled macroeconomic news impacts : evidence from high-frequency Asia Pacific currencies
Kam Fong Chan
;
Chhagan, Mahesh
;
Marsden, Alastair
- In:
Pacific-Basin finance journal
43
(
2017
),
pp. 37-54
Persistent link: https://www.econbiz.de/10011800614
Saved in:
2
Investment strategies and macroeconomic news announcement days
Stotz, Olaf
- In:
The journal of asset management
17
(
2016
)
1
,
pp. 45-56
Persistent link: https://www.econbiz.de/10011485134
Saved in:
3
Fundamentally, momentum is fundamental momentum
Novy-Marx, Robert
-
2015
Persistent link: https://www.econbiz.de/10010500690
Saved in:
4
Fundamental momentum and enhanced fundamental momentum : evidence from the Chinese stock market
Tan, Yuanyue
;
Wang, Zhiqiang
;
Xiong, Haifang
;
Liu, Yue
- In:
International review of economics & finance : IREF
79
(
2022
),
pp. 680-693
Persistent link: https://www.econbiz.de/10013345793
Saved in:
5
Systematic cojumps, market component portfolios and scheduled macroeconomic announcements
Kam Fong Chan
;
Bowman, Robert G.
;
Neely, Christopher J.
-
2017
-
This version: April 2017
Persistent link: https://www.econbiz.de/10011691468
Saved in:
6
The informational role of options markets : evidence from FOMC announcements
Du, Brian
;
Fung, Scott
;
Loveland, Robert
- In:
Journal of banking & finance
92
(
2018
),
pp. 237-256
Persistent link: https://www.econbiz.de/10011964574
Saved in:
7
The natural gas announcement day puzzle
Prokopczuk, Marcel
;
Wese Simen, Chardin
;
Wichmann, Robert
- In:
The energy journal
42
(
2021
)
2
,
pp. 91-111
Persistent link: https://www.econbiz.de/10012605444
Saved in:
8
Partially anticipated monetary policy shocks : are they stabilizing or destabilizing?
Offick, Sven
;
Wohltmann, Hans-Werner
- In:
Jahrbücher für Nationalökonomie und Statistik
236
(
2016
)
1
,
pp. 95-127
Persistent link: https://www.econbiz.de/10011486776
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9
International announcements and West Texas Intermediate crude oil futures : a case study on the 2008 global financial crisis
Gillas, Konstantinos Gkillas
;
Konstantatos, Christoforos
; …
- In:
The journal of energy markets
13
(
2020
)
2
,
pp. 25-62
Persistent link: https://www.econbiz.de/10012662166
Saved in:
10
Quantifying the announcement effects in the U.S. lumber futures market
Ismailova, Zarina
;
Etienne, Xiaoli Liao
;
Shakya, Shishir
; …
- In:
Journal of forest economics : JFE
35
(
2020
)
4
,
pp. 375-395
Persistent link: https://www.econbiz.de/10012630842
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