Global stock market reactions to scheduled U.S. macroeconomic news announcements

Author:

Nikkinen Jussi,Omran Mohammed,Sahlström Petri,Äijö Janne

Publisher

Elsevier BV

Subject

Economics and Econometrics,Finance

Reference40 articles.

1. Deutschmark-dollar volatility; Intra-day activity patterns, macroeconomic announcements, and longer-run dependencies;Andersen;Journal of Finance,1998

2. Pre and post-October 1987 stock market linkages between U.S. and Asian markets;Arshanapalli;Pacific-Basin Finance Journal,1995

3. Economic news and bond prices;Balduzzi;Journal of Financial and Quantitative Analysis,2001

4. Economic news and equity market linkages between the U.S. and U.K;Becker;Journal of Banking and Finance,1995

5. Time varying world market integration;Bekart;Journal of Finance,1995

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