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Essays in economic geography and finance
Chincarini, Ludwig Boris - 1995
Persistent link: https://www.econbiz.de/10000920591
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Private information flow and price discovery in the US treasury market
Jiang, George J.; Lo, Ingrid - In: Journal of banking & finance 47 (2014), pp. 118-133
Persistent link: https://www.econbiz.de/10010506499
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A mean variance king? : creation and resolution of uncertainty under the employment report's reign
Hautsch, Nikolaus; Hess, Dieter - 2001
This paper delineates the simultaneous impact of non-anticipated information on first and second moments of the … about the precise price impact of this information. Analyzing the US employment report, we find that headline information is …
Persistent link: https://www.econbiz.de/10011446937
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A mean variance king? : creation and resolution of uncertainty under the employment report's reign
Hautsch, Nikolaus - 2001
This paper delineates the simultaneous impact of non-anticipated information on first and second moments of the … about the precise price impact of this information. Analyzing the US employment report, we find that headline information is …
Persistent link: https://www.econbiz.de/10013428452
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Asymmetric volatility, correlation and returns dynamics between the US and UK securitized real estate markets
Michayluk, David; Wilson, Patrick James; Zurbruegg, Ralf - In: Real estate economics : journal of the American Real … 34 (2006) 1, pp. 109-131
Persistent link: https://www.econbiz.de/10003325677
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Overreaction to intra-industry information transfers?
Thomas, Jacob; Zhang, X. Frank - In: Journal of accounting research 46 (2008) 4, pp. 909-940
Persistent link: https://www.econbiz.de/10003838965
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Bayesian learning in financial markets : price adjustments, fundamentals, and risk
Müller, Christoph - 2009 - 1. Aufl.
Persistent link: https://www.econbiz.de/10003866148
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The link between financial markets and the macroeconomy : evidence from survey data
Vrugt, Evert Barteld - 2009
Persistent link: https://www.econbiz.de/10003905520
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Financial contagion, vulnerability and information : empirical identification
Weber, Enzo - 2009
Persistent link: https://www.econbiz.de/10003908053