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Order imbalance, market returns and macroeconomic news
Smales, Lee A. - In: Research in international business and finance 26 (2012) 3, pp. 410-428
Persistent link: https://www.econbiz.de/10009976857
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RBA monetary policy communication: The response of Australian interest rate futures to changes in RBA monetary policy
Smales, Lee A. - In: Pacific-Basin finance journal 20 (2012) 5, pp. 793-809
Persistent link: https://www.econbiz.de/10009988596
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Bond futures and order imbalance
Smales, Lee A. - In: Journal of international financial markets, … 26 (2013), pp. 113-132
Persistent link: https://www.econbiz.de/10010175252
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IMPACT OF MACROECONOMIC ANNOUNCEMENTS ON INTEREST RATE FUTURES: HIGH‐FREQUENCY EVIDENCE FROM AUSTRALIA
Smales, Lee A. - In: The journal of financial research : a publ. of the … 36 (2013) 3, pp. 371-388
Persistent link: https://www.econbiz.de/10010178389