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The effect of macroeconomic news on beliefs and preferences : evidence from the options market
Beber, Alessandro; Brandt, Michael W. - In: Journal of monetary economics 53 (2006) 8, pp. 1997-2039
Persistent link: https://www.econbiz.de/10003394391
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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
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Economic news and the impact of trading on bond prices
Green, Tracy Clifton - In: The journal of finance : the journal of the American … 59 (2004) 3, pp. 1201-1234
Persistent link: https://www.econbiz.de/10002094778
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Surprises in U.S. macroeconomic releases : determinants of their relative impact on T-bond futures
Hess, Dieter - 2001
Persistent link: https://www.econbiz.de/10001635443
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The effect of macroeconomic news on beliefs and preferences : evidence from the options market
Beber, Alessandro; Brandt, Michael W. - 2003
Persistent link: https://www.econbiz.de/10001790830
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An examination of the impact of macroeconomic news on the spot and futures treasuries markets
Simpson, Marc W.; Ramchander, Sanjay - In: The journal of futures markets 24 (2004) 5, pp. 453-478
Persistent link: https://www.econbiz.de/10002012490
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The effect of macroeconomic news on beliefs and preferences : evidence from the options market
Beber, Alessandro (contributor);  … - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002024082
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The effect of macroeconomic news on beliefs and preferences : evidence from the options market
Beber, Alessandro (contributor);  … - 2004 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001956584
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Pronouced momentum patterns ahead of major events
Ilmanen, Antti; Byrne, Rory - In: The journal of fixed income 12 (2002) 4, pp. 73-80
Persistent link: https://www.econbiz.de/10001774642
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Economic news and bond prices : evidence from the US treasury market
Balduzzi, Pierluigi; Elton, Edwin J.; Green, Tracy Clifton - In: Journal of financial and quantitative analysis : JFQA 36 (2001) 4, pp. 523-543
Persistent link: https://www.econbiz.de/10001651573