Laakkonen, Helina (contributor); Lanne, Markku (contributor) - 2008
ones used in earlier studies. In particular, the
news data set includes all the macroeconomic announcements from the USA … important macroeconomic announcement seems to
be the monthly employment report of the USA (Andersen et al., 2003).
The … USA for the
period 1999-2004. The data include the announcement date and time in one
minute accuracy, the announced gure …