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Unerwartete Gewinn- und Dividendeninformationen am deutschen Aktienmarkt : eine empirische Analyse
Werner, Mathias - 1999
Persistent link: https://www.econbiz.de/10000684108
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EMU-related news and financial markets in the Czech Republic, Hungary, and Poland
Büttner, David; Hayo, Bernd - 2008
We analyse the impact of news on five financial markets in the Czech Republic, Hungary and Poland using a newly constructed data set in a GARCH framework. Macroeconomic shocks (on GDP, inflation rate, current account and trade balance) are constructed as deviations from expected values....
Persistent link: https://www.econbiz.de/10003865756
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The impact of foreign macroeconomic news on financial markets in the Czech Republic, Hungary, and Poland
Büttner, David; Hayo, Bernd; Neuenkirch, Matthias - 2009
-month interest rates, stock market indices, exchange rates versus the euro, and the US dollar. First, foreign macroeconomic news has …
Persistent link: https://www.econbiz.de/10003849424
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The price impact of macroeconomic news on capital markets
Niessen-Ruenzi, Alexandra; Niessen, Alexandra - 2009
Persistent link: https://www.econbiz.de/10003881471
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Deregulation, news releases and price discovery
Chen, Manfen W.; Christie-David, Rohan; Moore, William … - In: Journal of regulatory economics 31 (2007) 3, pp. 289-312
Persistent link: https://www.econbiz.de/10003464471
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The impact of macroeconomic news on quote adjustments, noise, and informational volatility
Hautsch, Nikolaus; Hess, Dieter; Veredas, David - 2010
") factor and two market-side-specific components capturing market microstructure effects. The corresponding variance components …
Persistent link: https://www.econbiz.de/10003952800
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Medien und Aktien : theoretische und empirische Modellierung der Rolle der Berichterstattung für das Börsengeschehen
Scheufele, Bertram; Haas, Alexander - 2008 - 1. Aufl.
Persistent link: https://www.econbiz.de/10003543323
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Analysis of the Intraday Effects of Economic Releases on the, Currency Market
Rezania, Omid; Račev, Svetlozar T.; Sun, Edward; … - 2010
used in empirical studies, but also captures the market dynamics as accurately as a range estimator. Our approach has … practical value in high-frequency algorithmic trading, as well as electronic market making. -- Foreign exchange ; volatility …
Persistent link: https://www.econbiz.de/10008654275
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The impact of macroeconomic news on quote adjustments, noise, and informational volatility
Hautsch, Nikolaus; Hess, Dieter; Veredas, David - 2010
") factor and two market-side-specific components capturing market microstructure effects. The corresponding variance components …
Persistent link: https://www.econbiz.de/10003947458
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Essays on the efficiency of financial markets
Schlusche, Bernd - 2010
Persistent link: https://www.econbiz.de/10008990314