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~person:"Smales, Lee A."
~person:"Sun, Wenjia"
~subject:"Announcement effect"
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Announcement effect
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Smales, Lee A.
Sun, Wenjia
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ECONIS (ZBW)
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Media effects matter : macroeconomic announcements in the gold futures market
Liang, Qi
;
Sun, Wenjia
;
Li, Wenyu
;
Yu, Fengyan
- In:
Economic modelling
96
(
2021
),
pp. 1-12
Persistent link: https://www.econbiz.de/10012745217
Saved in:
2
Examining the impact of macroeconomic announcements on gold futures in a VAR-GARCH framework
Smales, Lee A.
;
O'Grady, Barry
;
Yang, Yi
- In:
Applied economics letters
22
(
2015
)
7/9
,
pp. 710-716
Persistent link: https://www.econbiz.de/10010530036
Saved in:
3
The importance of belief dispersion in the response of gold futures to macroeconomic announcements
Smales, Lee A.
;
Yang, Yi
- In:
International review of financial analysis
41
(
2015
),
pp. 292-302
Persistent link: https://www.econbiz.de/10011508993
Saved in:
4
Asymmetric volatility response to news sentiment in gold futures
Smales, Lee A.
- In:
Journal of international financial markets, …
34
(
2015
),
pp. 161-172
Persistent link: https://www.econbiz.de/10011474506
Saved in:
5
News sentiment in the gold futures market
Smales, Lee A.
- In:
Journal of banking & finance
49
(
2014
),
pp. 275-286
Persistent link: https://www.econbiz.de/10010508031
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