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Momentum meets value investing in a small European market

Lobão, Júlio; Azeredo, Marcos - In: Portuguese economic journal 17 (2018) 1, pp. 45-58

Persistent link: https://www.econbiz.de/10011948971

Does the market model provide a good counterfactual for event studies in finance?

Castro Iragorri, Carlos Alberto - In: Financial markets and portfolio management 33 (2019) 1, pp. 71-91

Persistent link: https://www.econbiz.de/10012018357

The impact of macroeconomic indicators on the share prices of dividend companies : a comparative analysis of Polish and US issuers for the Period 2016-2020

Jabłoński, Bartłomiej; Kika, Dorota - In: Folia oeconomica Stetinensia : FOS 22 (2022) 2, pp. 78-96

Persistent link: https://www.econbiz.de/10014370569

Communicating with many tongues : FOMC speeches and US financial market reaction

Hayo, Bernd; Kutan, Ali Mustafa; Neuenkirch, Matthias - 2008

This paper studies the effects of FOMC communication on U.S. financial markets’ returns and volatility using a GARCH model over the period from 1998 to 2006. We build a new data set that includes information on all FOMC speeches, post-meeting statements, monetary policy reports and...