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~person:"Conrad, Christian"
~person:"Taylor, Nicholas"
~subject:"Economic indicator"
~subject:"Monetary policy"
~subject:"Volatility"
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Search: subject:"Macroeconomic Announcements"
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macroeconomic announcements
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Conrad, Christian
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Long-term volatility shapes the stock market’s sensitivity to news
Conrad, Christian
;
Schölkopf, Julius
;
Tushteva, Nikoleta
-
2023
We show that the S&P 500’s instantaneous response to surprises in U.S.
macroeconomic
announcements
depends on the level …
Persistent link: https://www.econbiz.de/10014440865
Saved in:
2
Long-term volatility shapes the stock market’s sensitivity to news
Conrad, Christian
;
Schoelkopf, Julius Theodor
; …
-
2023
Persistent link: https://www.econbiz.de/10014430971
Saved in:
3
On the effects of private information on volatility
Opschoor, Anne
;
Wel, Michel van der
;
Dijk, Dick van
; …
-
2011
-
This version: May 9, 2011
' expectations about
macroeconomic
announcements
. Finally, we find that the effect of private information on volatility is larger …
Persistent link: https://www.econbiz.de/10011386466
Saved in:
4
Order flow and volatility : an empirical investigation
Opschoor, Anne
;
Taylor, Nicholas
;
Wel, Michel van der
; …
- In:
Journal of empirical finance
28
(
2014
),
pp. 185-201
Persistent link: https://www.econbiz.de/10011285068
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