This paper investigates the return and volatility responses of major European and the US equity indices to monetary policy surprises using extensive intraday data on 5-minute price quotes along with a comprehensive dataset on monetary policy decisions and macroeconomic news. Our results show...

This paper investigates jumps and cojumps in European financial markets around the major U.S macroeconomic news announcements employing more than six years of high frequency data on stock indices, currency and interest rate futures. The findings show that while the U.S macroeconomic...

We investigate the intraday dynamics and inter market dependencies in international equity markets utilizing concurrent high frequency 5-minute returns. We observe a strong intraday cyclical autocorrelation structure in absolute returns caused by the diurnal pattern. Moreover, a major rise in...

This paper investigates the return and volatility responses of major European and the US equity indices to monetary policy surprises using extensive intraday data on 5-minute price quotes along with a comprehensive dataset on monetary policy decisions and macroeconomic news. Our results show...

This paper investigates the return and volatility responses of major European and the US equity indices to monetary policy surprises using extensive intraday data on 5-minute price quotes along with a comprehensive dataset on monetary policy decisions and macroeconomic news. Our results show...

Sustaining desired consumer behaviors is challenging for marketers. Organizations adopt various marketing strategies to retain their consumers, yet the role of corporate social responsibility (CSR) in this regard has been generally overlooked. The current study investigates the relationship...