Using 15-minute intervals over the period 2000 - 2017, we show that auctions of U.S. Treasury securities have an economic and statistically significant impact on the 10-year Treasury note futures market. Prices move higher, volatility increases, and there is an upturn in trading volume in the...

This article utilises commodity specific news sentiment data provided by Thomson Reuters News Analytics to examine the relationship between news sentiment and returns in the gold futures market over the period 2003-2012. There is an asymmetric response to news releases with negative news...