The efficiency of the information processing in the Australian dollar market : price discovery following scheduled and unscheduled news
Lawrence Daniel; Suk-Joong Kim; Michael D. McKenzie
| Year of publication: |
2014
|
|---|---|
| Authors: | Daniel, Lawrence ; Kim, Suk-Joong ; McKenzie, Michael D. |
| Published in: |
International review of financial analysis. - Amsterdam [u.a.] : Elsevier, ISSN 1057-5219, ZDB-ID 1133622-5. - Vol. 32.2014, p. 159-178
|
| Subject: | Information arrival | Macroeconomic news | Australian dollar | Order flows | Realized volatility | Trade volume | Foreign exchange | Wechselkurs | Exchange rate | Volatilität | Volatility | Australien | Australia | Devisenmarkt | Foreign exchange market | Ankündigungseffekt | Announcement effect | Börsenkurs | Share price | Effizienzmarkthypothese | Efficient market hypothesis | Derivat | Derivative | Informationsverbreitung | Information dissemination |
| 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/10010461296