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The high-frequency effects of US macroeconomic data releases on prices and trading activity in the global interdealer foreign exchange market
Chaboud, Alain P.; Chernenko, Sergey V.; Howorka, Edward; … - 2004
Persistent link: https://www.econbiz.de/10002515848
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Overreaction in trading : evidence from the intraday trading of SPDRs during the 2008 financial crisis
Morscheck, Justin D. - In: International journal of finance & banking studies : JJFBS 7 (2018) 4, pp. 21-37
Persistent link: https://www.econbiz.de/10012007899
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The efficiency of the information processing in the Australian dollar market : price discovery following scheduled and unscheduled news
Daniel, Lawrence; Kim, Suk-Joong; McKenzie, Michael D. - In: International review of financial analysis 32 (2014), pp. 159-178
Persistent link: https://www.econbiz.de/10010461296
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News and Intraday Retail Investor Order Flow in Foreign Exchange Markets
Kaourma, Filia; Milidonis, Andreas; Nishiotis, George; … - 2021
trading behavior is mostly driven by lagged returns rather than fundamental macro news. Further intraday time series analysis …
Persistent link: https://www.econbiz.de/10013243514
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Public information arrival and investor reaction during a period of institutional change : an episode of early years of a newly independent central bank
Brzeszczyński, Janusz; Kutan, Ali Mustafa - In: Journal of comparative economics : the journal of the … 43 (2015) 3, pp. 727-753
Persistent link: https://www.econbiz.de/10011567620
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Impact of US macroeconomic news announcements on intraday causalities on selected European stock markets
Gurgul, Henryk; Lach, Łukasz; Wójtowicz, Tomasz - In: Finance a úvěr 66 (2016) 5, pp. 405-425
Persistent link: https://www.econbiz.de/10011582475
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Linear and nonlinear intraday causalities in response to U.S. macroeconomic news announcements : evidence from Central Europe
Gurgul, Henryk; Lach, Łukasz; Wójtowicz, Tomasz - In: Managerial economics 17 (2016) 2, pp. 217-240
Frankfurt, Vienna, and Warsaw. We examine causal links between returns, volatility, and trading volume as well as the time of … returns to the returns of the ATX20 and WIG20 (which exists irrespective of the time of the day, presence of important public …
Persistent link: https://www.econbiz.de/10011736959
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Market liquidity and trading activity
Chordia, Tarun; Roll, Richard; Subrahmanyam, Avanidhar - In: The journal of finance : the journal of the American … 56 (2001) 2, pp. 501-530
Persistent link: https://www.econbiz.de/10001604100
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The economic consequences of increased disclosure : evidence from international cross-listings
Bailey, Warren; Karolyi, G. Andrew; Salva, Carolina - In: Journal of financial economics 81 (2006) 1, pp. 175-213
Persistent link: https://www.econbiz.de/10003340778
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The CAN-SPAM Act of 2003 and stock spam emails
Hu, Bill; McInish, Thomas H.; Zeng, Li - In: Financial services review : the journal of individual … 18 (2009) 1, pp. 87-104
Persistent link: https://www.econbiz.de/10003860707