Search Results - subject:"Stock Market Dynamic Interactions"

Stock market interactions and the impact of macroeconomic news: Evidence from high frequency data of European futures markets

Canto, Bea; Kräussl, Roman - 2006

) stock market dynamic interactions do not increase at the time of the release of economic news; (vi) foreign investors react …

Persistent link: https://www.econbiz.de/10010298339

Stock market interactions and the impact of macroeconomic news: Evidence from high frequency data of European futures markets

Canto, Bea; Kräussl, Roman - Center for Financial Studies - 2006

) stock market dynamic interactions do not increase at the time of the release of economic news; (vi) foreign investors react …

Persistent link: https://www.econbiz.de/10010986456

Stock Market Interactions and the Impact of Macroeconomic News – Evidence from High Frequency Data of European Futures Markets

Canto, Bea; Kräussl, Roman - Center for Financial Studies - 2006

) stock market dynamic interactions do not increase at the time of the release of economic news; (vi) foreign investors react … to news immediately; (iv) announcement timing of macroeconomic news matters; (v) stock market dynamic interactions do … Microstructure, Stock Market Dynamic Interactions, Macroeconomic News, High Frequency Data, VAR Modeling …

Persistent link: https://www.econbiz.de/10005176445