On the Volatility and Comovement of U.S. Financial Markets around Macroeconomic News Announcements
| Year of publication: |
2009
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| Authors: | Brenner, Menachem ; Pasquariello, Paolo ; Subrahmanyam, Marti |
| Published in: |
Journal of financial and quantitative analysis : JFQA. - New York, NY [u.a.] : Cambridge University Press, ISSN 0022-1090, ZDB-ID 2194065. - Vol. 44.2009, 6, p. 1265-1291
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