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Market Reaction to Information Shocks-Does the Bloomberg and Briefing.com Survey Matter?

  • Published:2012-06-12 Issue:10 Volume:33 Page:939-964
  • ISSN:0270-7314
  • Container-title:Journal of Futures Markets
  • language:en
  • Short-container-title:J. Fut. Mark.

Author:

Chen Linda H.1,Jiang George J.2,Wang Qin3

Affiliation:

1. Linda H. Chen is at the College of Management; University of Massachusetts Boston; Boston; Massachusetts

2. George J. Jiang is at the Eller College of Management; University of Arizona; Tucson; Arizona

3. Qin Wang is at the College of Business; University of Michigan-Dearborn; Dearborn; Michigan

Publisher

Wiley

Subject

Economics and Econometrics,Finance,General Business, Management and Accounting,Accounting

Reference33 articles.

1. A theory of intraday patterns: Volume and price variability;Admati;Review of Financial Studies,1988

2. The behavior of daily stock market trading volume;Ajinkya;Journal of Accounting and Economics,1989

3. Institutional stakeholdings and better-informed traders at earnings announcements;Ali;Journal of Accounting and Economics,2008

4. The effects of macroeconomic news on high frequency exchange rate behavior;Almeida;Journal of Financial and Quantitative Analysis,1998

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

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