Relative importance of scheduled macroeconomic news for stock market investors
Author:
Publisher
Springer Science and Business Media LLC
Subject
Economics and Econometrics,Finance
Link
http://link.springer.com/content/pdf/10.1007/BF02827216.pdf
Reference36 articles.
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2. Aggarwal, R., and D. C. Schirm. 1998. “Asymmetric Impact of Trade Balance News on Asset Prices.”Journal of International Financial Markets Institutions and Money 8: 83–100.
3. Black, F., and M. Scholes. 1973. “The Pricing of Options and Corporate Liabilities.”Journal of Political Economy 81: 637–654.
4. Blair, B., S-H, Poon, and S. J. Taylor. 2001. “Forecasting S&P 100 Volatility: The Incremental Information Content of Implied volatilities and High Frequency Index Returns.”Journal of Econometrics 105: 527.
5. Bonser-Neal, C., and G. Tanner. 1996. “Central Bank Intervention and the Volatility of Exchange Rates: Evidence from the Option Markets.”Journal of International Money and Finance 15: 853–878.
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