Testing the informativeness of non-price variables with MIDAS touch

Author:

Avinash .ORCID,Mallikarjunappa T.

Publisher

Elsevier BV

Subject

Economics and Econometrics,General Business, Management and Accounting

Reference49 articles.

1. Information content of non-price variables in the options market;Afsal;AIMS International Journal of Management,2011

2. The distributed lag between capital appropriations and expenditures;Almon;Econometrica,1965

3. Regression models with mixed sampling frequencies;Andreou;Journal of Econometrics,2010

4. Forecasting with mixed frequencies;Armesto;Federal Reserve Bank of St. Louis Review,2010

5. Augustin, P., Brenner, M., Grass, G., & Subrahmanyam, M.G. (.2014). Informed options trading prior to M&A announcements: Insider trading?SSRN-Working Paper.

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