Author:
Wang Tao,Yang Jian,Simpson Marc William
Reference32 articles.
1. Micro effects of macro announcements: Real-time price discovery in foreign exchange;T Andersen;American Economic Review,2003
2. Real-time price discovery in stock, bond and foreign exchange markets;T Andersen;Journal of International Economics,2007
3. The effects of macroeconomic news on high frequency exchange rate behavior;A Almeida;Journal of Financial and Quantitative Analysis,1998
4. Economic news and bond prices: Evidence from the U.S. treasury market;P Balduzzi;Journal of Financial and Quantitative Analysis,2001
5. A model of investor sentiment;N Barberis;Journal of Financial Economics,1998