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What moves option : implied bond market expectations?

Vähämaa, Sami; Watzka, Sebastian; Äijö, Janne - In: The journal of futures markets 25 (2005) 9, pp. 817-843

Persistent link: https://www.econbiz.de/10003105981

Essays on macroeconomic news announcements and option-implied information

Äijö, Janne - 2007

Persistent link: https://www.econbiz.de/10003612592

Impact of US an UK macroeconomics news announcements on the return distribution implied by FTSE-100 index options

Äijö, Janne - In: Essays on macroeconomic news announcements and …. 2007

Persistent link: https://www.econbiz.de/10003612609

Impact of US and UK macroeconomic news announcements on the return distribution implied by FTSE-100 index options

Äijö, Janne - In: International review of financial analysis 17 (2008) 2, pp. 242-258

Persistent link: https://www.econbiz.de/10003764994

A note on the impact of scheduled macroeconomic news announcements on implied volatility

Vähämaa, Sami - In: Applied economics letters 16 (2009) 16/18, pp. 1783-1789

Persistent link: https://www.econbiz.de/10003932429

Turn-of-the-month and intramonth anomalies and U.S. macroeconomic news announcements on the thinly traded finnish stock market

Nikkinien, Jussi; Sahlström, Petri; Takko, Karri; … - In: International journal of economics and finance 1 (2009) 2, pp. 3-11

Persistent link: https://www.econbiz.de/10009304461

Turn-of-the month and intramonth effects : explanation from the important macroeconomic news announcements

Nikkinen, Jussi; Sahlström, Petri; Äijö, Janne - In: The journal of futures markets 27 (2007) 2, pp. 105-126

Persistent link: https://www.econbiz.de/10010190358

Global stock market reactions to scheduled US macroeconomic news announcements

Nikkinen, Jussi; Omran, Mohammed; Sahlström, Petri; … - In: Global finance journal 17 (2006) 1, pp. 92-104

Persistent link: https://www.econbiz.de/10003381804

The Impact of Formal and Informal Institutions on Stock Market Reactions to Divestment Announcements : A Meta-Analysis

Arte, Pratik; Vähämaa, Sami - 2022

This study examines the impact of institutions and culture on stock market reactions to divestment announcements. We posit that divestment announcements in countries with stronger shareholder protection generate higher positive returns than divestments in countries with weaker shareholder...

Persistent link: https://www.econbiz.de/10014236720