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The effect of macroeconomic news on beliefs and preferences : evidence from the options market

Beber, Alessandro (contributor); … - 2003 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10002024082

The effect of macroeconomic news on beliefs and preferences : evidence from the options market

Beber, Alessandro; Brandt, Michael W. - In: Journal of monetary economics 53 (2006) 8, pp. 1997-2039

Persistent link: https://www.econbiz.de/10003394391

Distilling the macroeconomic news flow

Beber, Alessandro; Brandt, Michael W.; Luisi, Maurizio - In: Journal of financial economics 117 (2015) 3, pp. 489-507

Persistent link: https://www.econbiz.de/10011480308

The effect of macroeconomic news on beliefs and preferences : evidence from the options market

Beber, Alessandro; Brandt, Michael W. - 2003

Persistent link: https://www.econbiz.de/10001790830

The effect of macroeconomic news on beliefs and preferences : evidence from the options market

Beber, Alessandro (contributor); … - 2004 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001956584

Macro fundamentals or geopolitical events? A textual analysis of news events for crude oil

Brandt, Michael W.; Gao, Lin - In: Journal of empirical finance 51 (2019), pp. 64-94

Persistent link: https://www.econbiz.de/10012169969

Real-time price discovery in stock, bond and foreign exchange markets

Andersen, Torben; Bollerslev, Tim; Diebold, Francis X.; … - 2004 - rev

Persistent link: https://www.econbiz.de/10003229579

Can mutual fund managers pick stocks? : Evidence from their trades prior to earnings announcements

Baker, Malcolm; Litov, Lubomir; Wachter, Jessica; … - 2004

Persistent link: https://www.econbiz.de/10003229586

Micro effects of macro announcements : real-time price discovery in foreign exchange

Anderson, Torben G.; Bollerslev, Tim; Diebold, Francis X.; … - 2002 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10002019989

Macro Fundamentals or Geopolitical Events? A Textual Analysis of News Events for Crude Oil

Brandt, Michael W. - 2019

News about macroeconomic fundamentals and geopolitical events affect crude oil markets differently. Using sentiment scores for a broad set of global news of different types, we find that news related to macro fundamentals have an impact on the oil price in the short run and significantly predict...

Persistent link: https://www.econbiz.de/10012893342