Do FOMC minutes matter to markets? : an intraday analysis of FOMC minutes releases on individual equity volatility and returns
Daniel Jubinskia; Marc Tomljanovich
| Year of publication: |
2013
|
|---|---|
| Authors: | Jubinskia, Daniel ; Tomljanovich, Marc |
| Published in: |
Review of financial economics : RFE. - Medford, MA : Wiley, ISSN 1058-3300, ZDB-ID 1116477-3. - Vol. 22.2013, 3, p. 86-97
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| Subject: | Monetary policy | Federal Reserve minutes | Intraday returns | Market efficiency | Geldpolitik | Volatilität | Volatility | Effizienzmarkthypothese | Efficient market hypothesis | Ankündigungseffekt | Announcement effect | Kapitaleinkommen | Capital income | Offenmarktpolitik | Open market operations | Börsenkurs | Share price |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010213377