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The response of intraday ATX returns to U.S. macroeconomic news
Gurgul, Henryk; Wójtowicz, Tomasz - In: Finance a úvěr 65 (2015) 3, pp. 230-253
Persistent link: https://www.econbiz.de/10010532128
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The impact of US macroeconomic news on the prices of single stocks on the Vienna stock exchange
Gurgul, Henryk; Mitterer, Christoph; Wójtowicz, Tomasz - In: Central European journal of economic modelling and … 13 (2021) 3, pp. 287-329
Persistent link: https://www.econbiz.de/10012620005
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Spatial tale of G-7 and BRICS stock markets during COVID-19 : an event study
Ledwani, Sanket; Chakraborty, Suman; Shenoy, Sandeep S. - In: Investment management and financial innovations 18 (2021) 2, pp. 20-36
Persistent link: https://www.econbiz.de/10012698109
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Intraday effect of news on emerging European forex markets : an event study analysis
Kočenda, Evžen; Moravcová, Michala - 2018
We analyze the impact of Eurozone/Germany and U.S. macroeconomic news announcements and the communication of the monetary policy settings of the ECB and the Fed on the forex markets of new EU members. We employ an event study methodology to analyze intra-day data from 2011-2015. Our...
Persistent link: https://www.econbiz.de/10011902959
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The effects of pandemic event on the stock exchange of Thailand
Panyagometh, Kamphol - In: Economies : open access journal 8 (2020) 4/90, pp. 1-21
in the Stock Exchange of Thailand (SET) was significantly higher during the event window of COVID-19. …
Persistent link: https://www.econbiz.de/10012311822
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Intraday effect of news on emerging European forex markets : an event study analysis
Kočenda, Evžen; Moravcova, Michala - 2016
We analyze the impact of Eurozone/Germany and U.S. macroeconomic news announcements and the communication of the monetary policy settings of the ECB and the Fed on the forex markets of new EU members. We employ an Event Study Methodology to analyze intra-day data from 2011-2015. Our...
Persistent link: https://www.econbiz.de/10011568576
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How jumps affect liquidity? : the evidence from Poland
Bedowska-Sojka, Barbara - In: Finance a úvěr 67 (2017) 1, pp. 39-52
Persistent link: https://www.econbiz.de/10011720687
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Revisiting the effect of crude oil price movements on US stock market returns and volatility
Sonenshine, Ralph; Cauvel, Michael - In: Modern economy 8 (2017) 5, pp. 753-769
Persistent link: https://www.econbiz.de/10011695425
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Stock market reactions to Brexit : case of selected CEE and SEE stock markets
Škrinjarić, Tihana - In: International Journal of Financial Studies : open … 7 (2019) 1/7, pp. 1-14
daily data for the time span from January 2010 until July 2016 and the event study methodology (ESM), the return and … the abnormal cumulative return series, but the volatility series were found to be significantly affected by the mentioned …
Persistent link: https://www.econbiz.de/10011964063
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Event study of the crude oil futures market : a mixed event response model
Karali, Berna; Ye, Shiyu; Ramírez, Octavio A. - In: American journal of agricultural economics 101 (2019) 3, pp. 960-985
Persistent link: https://www.econbiz.de/10012114862