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Economic news and equity market linkages between the US and UK

Becker, Kent Gregory; Finnerty, Joseph E.; Friedman, Joseph - 1992

Persistent link: https://www.econbiz.de/10000875007

Forecasting stock prices from macroeconomic fundamentals : further evidence from am error correction model

Apergēs, Nikolaos - In: Advances in quantitative analysis of finance and … 7 (1999), pp. 165-177

Persistent link: https://www.econbiz.de/10001409332

Stock market reactions to the tax reform act of 1986 : an analysis of the agribusiness industry

Mills, Timothy H. - In: Public finance quarterly : PFQ 22 (1994) 2, pp. 222-238

Persistent link: https://www.econbiz.de/10001169850

Anticipating long-term stock market volatility

Conrad, Christian; Stürmer, Karin - In: Journal of applied econometrics 30 (2015) 7, pp. 1090-1114

Persistent link: https://www.econbiz.de/10011431726

Analyzing wealth effects for bondholders : new insight on major corporate events from the debtholders' perspective

Maul, Daniel - 2016 - 1 Edition

Persistent link: https://www.econbiz.de/10011437233

Surprises in U.S. macroeconomic releases : determinants of their relative impact on T-bond futures

Hess, Dieter - 2001

This paper investigates the intraday response of CBOT T-bond futures prices to surprises in headline figures contained in scheduled U.S. macroeconomic news releases. While several previous studies try to find out which releases have a significant impact on prices and volatility in financial...

Persistent link: https://www.econbiz.de/10011544325