The effect of macroeconomic news on stock returns: New evidence from newspaper coverage

Author:

Birz Gene,Lott John R.

Publisher

Elsevier BV

Subject

Economics and Econometrics,Finance

Reference27 articles.

1. Micro effects of macro announcements: real-time price discovery in foreign exchange;Andersen;American Economic Review,2003

2. Real-time price discovery in global stock, bond and foreign exchange markets;Andersen;Journal of International Economics,2007

3. The Stock market’s reaction to unemployment news: why bad news is usually good for stocks;Boyd;Journal of Finance,2005

4. An intertemporal asset pricing model with stochastic consumption and investment opportunities;Breeden;Journal of Financial Economics,1979

5. The impact of foreign macroeconomic news on financial markets in the Czech Republic, Hungary, and Poland;Büttner;Empirica,2011

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