Price drift before U.S. macroeconomic news : private information about public announcements?
Alexander Kurov, Alessio Sancetta, Georg Strasser, and Marketa Halova Wolfe
| Year of publication: |
2019
|
|---|---|
| Authors: | Kurov, Alexander ; Sancetta, Alessio ; Strasser, Georg ; Halova Wolfe, Marketa |
| Published in: |
Journal of financial and quantitative analysis : JFQA. - New York, NY [u.a.] : Cambridge University Press, ISSN 0022-1090, ZDB-ID 219406-5. - Vol. 54.2019, 1, p. 449-479
|
| Subject: | Macroeconomic news announcements | financial markets | pre-announcementeffect | drift | informed trading | Ankündigungseffekt | Announcement effect | USA | United States | Börsenkurs | Share price | Finanzmarkt | Financial market | Asymmetrische Information | Asymmetric information | Wirtschaftsinformation | Economic information | Wirkungsanalyse | Impact assessment |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1017/S0022109018000625 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012128928