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Determinants of the relative price impact of unanticipated information in US macroeconomic releases
Hess, Dieter - In: The journal of futures markets 24 (2004) 7, pp. 609-629
Persistent link: https://www.econbiz.de/10002108770
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Holy mad cow! : Facts or (mis)perceptions : a clinical study
Tse, Yiuman; Hackard, James C. - In: The journal of futures markets 26 (2006) 4, pp. 315-341
Persistent link: https://www.econbiz.de/10003304073
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Central bank communications and equity ETFs
Wang, Tao; Yang, Jian; Wu, Jingtao - In: The journal of futures markets 26 (2006) 10, pp. 959-995
Persistent link: https://www.econbiz.de/10003391973
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Realized bond-stock correlation : macroeconomic announcement effects
Christiansen, Charlotte; Ranaldo, Angelo - In: The journal of futures markets 27 (2007) 5, pp. 439-469
Persistent link: https://www.econbiz.de/10003493097
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Macroeconomic announcements, intraday covariance structure and asymmetry in the interest rate futures returns
Thomakos, Dimitrios D.; Wang, T'ao; Wu, Jingtao; … - In: The journal of futures markets 28 (2008) 9, pp. 815-844
Persistent link: https://www.econbiz.de/10003746355
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What moves option : implied bond market expectations?
Vähämaa, Sami; Watzka, Sebastian; Äijö, Janne - In: The journal of futures markets 25 (2005) 9, pp. 817-843
Persistent link: https://www.econbiz.de/10003105981
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Announcement versus nonannouncement : a study of intraday transaction price paths of Deutsche Mark and Japanese Yen futures
Leng, Hsiaohua - In: The journal of futures markets 16 (1996) 7, pp. 829-857
Persistent link: https://www.econbiz.de/10001209514
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Option volume and volatility response to scheduled economic news releases
Nofsinger, John R.; Prucyk, Brian - In: The journal of futures markets 23 (2002) 4, pp. 315-345
Persistent link: https://www.econbiz.de/10001765133
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Rational expectations and market efficiency in the U.S live cattle futures market : the role of proprietary information
Schaefer, Matthew P.; Myers, Robert J.; Koontz, Stephen R. - In: The journal of futures markets 24 (2004) 5, pp. 429-451
Persistent link: https://www.econbiz.de/10002012483
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An examination of the impact of macroeconomic news on the spot and futures treasuries markets
Simpson, Marc W.; Ramchander, Sanjay - In: The journal of futures markets 24 (2004) 5, pp. 453-478
Persistent link: https://www.econbiz.de/10002012490