The impact of macroeconomic news on quote adjustments, noise, and informational volatility
Nikolaus Hautsch; Dieter Hess; David Veredas
| Year of publication: |
2011
|
|---|---|
| Authors: | Hautsch, Nikolaus ; Hess, Dieter ; Veredas, David |
| Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 35.2011, 10, p. 2733-2746
|
| Subject: | Wirtschaftsinformation | Economic information | Ankündigungseffekt | Announcement effect | Börsenkurs | Share price | Geld-Brief-Spanne | Bid-ask spread | Kapitaleinkommen | Capital income | Informationseffizienz | Informational efficiency | Volatilität | Volatility | Noise Trading | Noise trading | Marktmikrostruktur | Market microstructure | Theorie | Theory | Schätzung | Estimation | Zinsderivat | Interest rate derivative | Deutschland | Germany |
| 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/10009273874