How Markets Process Information: News Releases and Volatility

Author:

EDERINGTON LOUIS H.,LEE JAE HA

Publisher

Wiley

Subject

Economics and Econometrics,Finance,Accounting

Reference20 articles.

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2. Cook , Timothy Steven Korn 1991 The reaction of interest rates to the employment report: The role of policy anticipations Economic Review , Federal Reserve Bank of Richmond, 77/5, 3-12

3. The money supply announcements puzzle: Review and interpretation;Cornell;American Economic Review,1983

4. Dwyer , Gerald R. W. Hafer 1989 Interest rates and economic announcements Review , Federal Reserve Bank of St. Louis, 71/2, 34-46

5. Intraday patterns in the S & P index futures market;Ekman;Journal of Futures Markets,1992

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