The effect of US macroeconomic news announcements on the Canadian stock market : evidence using high-frequency data
Syed Mujahid Hussain, Walid Ben Omrane
| Year of publication: |
2021
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|---|---|
| Authors: | Hussain, Syed Mujahid ; Ben Omrane, Walid |
| Published in: |
Finance research letters. - Amsterdam [u.a.] : Elsevier, ISSN 1544-6123, ZDB-ID 2181386-3. - Vol. 38.2021, p. 1-7
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| Subject: | financial crisis, High-frequency data | Intraday volatility | macroeconomic news announcements | Volatilität | Volatility | Ankündigungseffekt | Announcement effect | Wirkungsanalyse | Impact assessment | Kanada | Canada | Börsenkurs | Share price | USA | United States | Wechselkurs | Exchange rate | Finanzkrise | Financial crisis | Finanzmarkt | Financial market | Aktienmarkt | Stock market |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.frl.2020.101450 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012486063