Narrow search
Showing 1 - 10 of 467
Cover Image
When machines read the news : using automated text analytics to quantify high frequency news-implied market reactions
Groß-Klußmann, Axel; Hautsch, Nikolaus - In: Journal of empirical finance 18 (2011) 2, pp. 321-340
Persistent link: https://www.econbiz.de/10009301114
Cover Image
Words that shake traders : the stock market's reaction to central bank communication in real time
Rosa, Carlo - In: Journal of empirical finance 18 (2011) 5, pp. 915-934
Persistent link: https://www.econbiz.de/10009492524
Cover Image
Order flow and volatility : an empirical investigation
Opschoor, Anne; Taylor, Nicholas; Wel, Michel van der; … - In: Journal of empirical finance 28 (2014), pp. 185-201
Persistent link: https://www.econbiz.de/10011285068
Cover Image
Macroeconomic news announcements and price discovery : evidence from Canadian-U.S. cross-listed firms
Frijns, Bart; Indriawan, Ivan; Tourani Rad, Alireza - In: Journal of empirical finance 32 (2015), pp. 35-48
Persistent link: https://www.econbiz.de/10011556775
Cover Image
Intraday periodicity, long memory volatility, and macroeconomic announcement effects in the US Treasury bond market
Bollerslev, Tim; Cai, Jun; Song, Frank M. - In: Journal of empirical finance 7 (2000) 1, pp. 37-55
Persistent link: https://www.econbiz.de/10001511696
Cover Image
Macroeconomic announcement effects on the covariance structure of government bond returns
Christiansen, Charlotte - In: Journal of empirical finance 7 (2000) 5, pp. 479-507
Persistent link: https://www.econbiz.de/10001545283
Cover Image
Public information releases, private information arrival and volatility in the foreign exchange market
DeGennaro, Ramon P. - In: Journal of empirical finance 4 (1997) 4, pp. 295-315
Persistent link: https://www.econbiz.de/10001236464
Cover Image
Public news arrival and the idiosyncratic volatility puzzle
Shi, Yanlin; Liu, Wai-man; Ho, Kin-Yip - In: Journal of empirical finance 37 (2016), pp. 159-172
Persistent link: https://www.econbiz.de/10011662979
Cover Image
When no news is good news : the decrease in investor fear after the FOMC announcement
Fernandez-Perez, Adrian; Frijns, Bart; Tourani Rad, Alireza - In: Journal of empirical finance 41 (2017), pp. 187-199
Persistent link: https://www.econbiz.de/10011746972
Cover Image
Earnings announcements and option returns
Chung, Sung Gon; Louis, Henock - In: Journal of empirical finance 40 (2017), pp. 220-235
Persistent link: https://www.econbiz.de/10011745079