Evans, Martin D. D. (contributor); … - 2004
detect
because they are swamped by other factors affecting price. Intraday event studies do find
statistically significant … playing a role in how
currency markets absorb news.
Most of the existing literature linking exchange rates to news is event …
This evidence is from both micro (i.e., single marketmaker) and macro (marketwide) studies. On the micro side, see,
e …