Similar Search Results

Stock market interactions and the impact of macroeconomic news : evidence from high frequency data of European futures markets

Cantó, Beatriu (contributor); Kräussl, Roman (contributor) - 2006

Persistent link: https://www.econbiz.de/10003446407

Macroeconomic news, announcements, and stock market jump intensity dynamics

Rangel, José Gonzalo - 2009

This paper examines the effect of macroeconomic releases on stock market volatility through a Poisson … relevant to explain jump dynamics and improve volatility forecasts on event days is provided. -- Conditional jump intensity … ; conditional volatility ; macroeconomic announcements …

Persistent link: https://www.econbiz.de/10003909586

A note on the impact of scheduled macroeconomic news announcements on implied volatility

Vähämaa, Sami - In: Applied economics letters 16 (2009) 16/18, pp. 1783-1789

Persistent link: https://www.econbiz.de/10003932429

Global stock market reactions to scheduled US macroeconomic news announcements

Nikkinen, Jussi; Omran, Mohammed; Sahlström, Petri; … - In: Global finance journal 17 (2006) 1, pp. 92-104

Persistent link: https://www.econbiz.de/10003381804

Macroeconomic news, announcements, and stock market jump intensity dynamics

Gonzalo Rangel, José - In: Journal of banking & finance 35 (2011) 5, pp. 1263-1276

Persistent link: https://www.econbiz.de/10009245237

Impacts of the US macroeconomic news on Asian stock markets

Nguyen, Do Quoc Tho; Chau Ngo - In: Journal of risk finance : the convergence of financial … 15 (2014) 2, pp. 149-179

Persistent link: https://www.econbiz.de/10010337464

Speed, algorithmic trading, and market quality around macroeconomic news announcements

Scholtus, Martin L.; Dijk, Dick van; Frijns, Bart - In: Journal of banking & finance 38 (2014), pp. 89-105

Persistent link: https://www.econbiz.de/10010340790

Macroeconomic news announcements and price discovery : evidence from Canadian-U.S. cross-listed firms

Frijns, Bart; Indriawan, Ivan; Tourani Rad, Alireza - In: Journal of empirical finance 32 (2015), pp. 35-48

Persistent link: https://www.econbiz.de/10011556775

The impact of US macroeconomic news on the Polish stock market

Gurgul, Henryk; Wójtowicz, Tomasz - In: Central European journal of operations research : CEJOR … 22 (2014) 4, pp. 795-817

Persistent link: https://www.econbiz.de/10010437161

The impact of firm-specific public news on intraday market dynamics : evidence from the Turkish stock market

Baklaci, Hasan F.; Tunc, Gokce; Aydogan, Berna; Vardar, … - In: Emerging markets finance & trade : a journal of the … 47 (2011) 6, pp. 99-119

Persistent link: https://www.econbiz.de/10009563064

A service of the

zbw