The impact of macroeconomic news on quote adjustments, noise and informational volatility
| Year of publication: |
2011
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|---|---|
| Authors: | Veredas, David ; Hautsch, Nikolaus ; Hess, Dieter |
| Institutions: | Solvay Brussels School of Economics and Management, Université Libre de Bruxelles |
| Series: | |
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| Type of publication: | Book / Working Paper |
| Notes: | Published in: Journal of banking & finance (2011) v.35 n° 10,p.2733-2746 |
| Source: |
Persistent link: https://www.econbiz.de/10011011703