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Is Someone Front-Running You Around News Releases?

Aldridge, Irene - 2016

This study presents evidence that much of the trading on macro-economic news occurs prior to the scheduled news announcement times. Examining the trading patterns ahead of the ISM Manufacturing Index and Construction Spending announcement, we find that the trading on the not-yet-publicly...

Persistent link: https://www.econbiz.de/10012999726

On FIRE, news, and expectations

Born, Benjamin; Enders, Zeno; Müller, Gernot J. - 2023

The full-information rational expectations (FIRE) assumption is at the core of modern macroeconomics. We revisit recent evidence which rejects FIRE based on survey data. It relates forecast errors to news at different levels of aggregation. The evidence based on consensus forecasts testifies...

Persistent link: https://www.econbiz.de/10014295508

Financial Market Risk Perceptions and the Macroeconomy

Pflueger, Carolin E. - 2019

directly measured from surveys and option prices is low. When perceived risk is high according to our measure, safe asset … prices are high, risky asset prices are low, the cost of capital for risky firms is high, and real investment is forecast to … by upward revisions in investor risk perceptions. Our results suggest that risk perceptions embedded in stock prices are …

Persistent link: https://www.econbiz.de/10012902628

Unconventional fiscal policy in HANK

Seidl, Hannah; Seyrich, Fabian - 2021

In HANK, we show that fiscal policy is an appropriate macroeconomic stabilization tool at the ZLB. Fiscal policy achieves the same macroeconomic aggregates and the same welfare as hypothetically unconstrained monetary policy by replicating its transmission mechanism. Consumption taxes and labor...

Persistent link: https://www.econbiz.de/10012549562

Unconventional Fiscal Policy in HANK

Seidl, Hannah; Seyrich, Fabian - 2021

Persistent link: https://www.econbiz.de/10013221210

Unconventional fiscal policy in HANK

Seidl, Hannah; Seyrich, Fabian - 2021 - This version: August 10, 2022

We show that in a New Keynesian model with household heterogeneity, fiscal policy can be a perfect substitute for monetary policy: three simple conditions for consumption taxes, labor taxes, and the government debt level are sufficient to induce the same consumption and labor supply of each...

Persistent link: https://www.econbiz.de/10013342046

News shocks under financial frictions : a comment on Görtz et al. (2022)

Ash, Thomas; Nikolaishvili, Giorgi; Struby, Ethan - 2023

Görtz et al. (2022) estimate the effects of innovations to future total factor productivity (TFP) on financial markets. In a Bayesian vector autoregression, they identify a TFP news shock as one that explains the largest share of 40-quarter ahead forecast error variance (FEV) of TFP. Their...

Persistent link: https://www.econbiz.de/10014335049

A proposed model for stock price prediction based on financial news

Selimi, Mubarek; Besimi, Adrian - In: Proceedings of the ENTRENOVA - ENTerprise REsearch … 5 (2019) 1, pp. 100-107

In this paper we will propose a model and needed steps that one should undertake in order to try and predict potential stock price fluctuation solely based on financial news from relevant sources. The paper will start with providing background information on the problem and text mining in...

Persistent link: https://www.econbiz.de/10012227597

Applied text-mining algorithms for stock price prediction based on financial news articles

Besimi, Adrian; Dika, Zamir; Shehu, Visar; Selimi, Mubarek - In: Managing global transitions : international research journal 17 (2019) 4, pp. 335-351

Persistent link: https://www.econbiz.de/10012200838

Dividend increases and reported excess earnings around seasoned stock issues : evidence from Finland

Kinnunen, Juha (contributor) - 1994

Persistent link: https://www.econbiz.de/10000894369

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