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Jumps in equilibrium prices and asymmetric news in foreign exchange markets
El Ouadghiri, Imane; Uctum, Remzi - In: Economic modelling 54 (2016), pp. 218-234
Persistent link: https://www.econbiz.de/10011642112
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A unified framework jointly explaining business conditions, stock returns, volatility and "volatility feedback news" effects
Kim, Chang-jin; Kim, Yunmi - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 23 (2019) 2, pp. 1-14
Persistent link: https://www.econbiz.de/10012054880
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Resolution of financial market uncertainty around the release of unemployment rate announcements
Gu, Chen; Chen, Denghui; Stan, Raluca - In: International review of economics & finance : IREF 80 (2022), pp. 586-596
Persistent link: https://www.econbiz.de/10013342634
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Expectation dispersion, uncertainty, and the reaction to news
Born, Benjamin; Dovern, Jonas; Enders, Zeno - In: European economic review : EER 154 (2023), pp. 1-13
Persistent link: https://www.econbiz.de/10014438439
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Impact of public news sentiment on stock market index return and volatility
Anese, Gianluca; Corazza, Marco; Costola, Michele; … - In: Computational management science 20 (2023) 1, pp. 1-36
Persistent link: https://www.econbiz.de/10014391980
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Event study of the crude oil futures market : a mixed event response model
Karali, Berna; Ye, Shiyu; Ramírez, Octavio A. - In: American journal of agricultural economics 101 (2019) 3, pp. 960-985
Persistent link: https://www.econbiz.de/10012114862
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Defining the field of events
Dolasinski, Mary Jo; Roberts, Chris; Reynolds, Joel; … - In: Journal of hospitality & tourism research : JHTR ; the … 45 (2021) 3, pp. 553-572
Persistent link: https://www.econbiz.de/10012483431
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Initial investigations of intra-day news flow of S&P500 constituents
Liew, Jim Kyung-Soo; Zhou, Zhechao - In: Risks : open access journal 2 (2014) 2, pp. 89-102
In this work, we examine Thomas Reuters News Analytics (TRNA) data. We found several fascinating discoveries. First, we document the phenomenon that we label "Jam-the-Close": The last half hour of trading (15:30 to 16:00 EST) contains a substantial and statistically significant amount of news...
Persistent link: https://www.econbiz.de/10010338087
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Levered returns
Welch, Ivo - 2016
Persistent link: https://www.econbiz.de/10011460520
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On the impact of macroeconomic news surprises on Treasury-bond returns
El Ouadghiri, Imane; Mignon, Valérie; Boitout, Nicolas - In: Annals of finance 12 (2016) 1, pp. 29-53
Persistent link: https://www.econbiz.de/10011555427