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~person:"Hautsch, Nikolaus"
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Hautsch, Nikolaus
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ECONIS (ZBW)
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1
The processing of non-anticipated information in financial markets : analyzing the impact of surprises in the employment report
Hautsch, Nikolaus
;
Hess, Dieter
-
2002
almost instantaneously incorporated into T-bond futures
prices
. Nevertheless, large surprises, and bad news in particular … differences of opinion is left, and hence
volatility
is decreased. …
Persistent link: https://www.econbiz.de/10011544322
Saved in:
2
How effective are trading pauses?
Hautsch, Nikolaus
;
Horvath, Akos
-
2017
-
This draft: April 2017
have a "cool off" effect on markets, but rather accelerate
volatility
and bid-ask spreads. This implies a regulatory trade …
Persistent link: https://www.econbiz.de/10011642607
Saved in:
3
A mean variance king? : creation and resolution of uncertainty under the employment report's reign
Hautsch, Nikolaus
;
Hess, Dieter
-
2001
almost instantaneously incorporated into T-bond futures
prices
. Nevertheless, large surprises create considerable uncertainty … differences of opinion is left, and hence
volatility
is decreased. …
Persistent link: https://www.econbiz.de/10011446937
Saved in:
4
Quantifying high-frequency market reactions to real-time news sentiment announcements
Groß-Klußmann, Axel
;
Hautsch, Nikolaus
-
Center for Financial Studies
-
2009
direction of company-specific news. Information-implied reactions in returns,
volatility
as well as liquidity demand and supply … London Stock Exchange (LSE), we find market-wide robust news-dependent responses in
volatility
and trading volume. However …
Persistent link: https://www.econbiz.de/10010986436
Saved in:
5
How effective are trading pauses?
Hautsch, Nikolaus
;
Horvath, Akos
-
2017
have a "cool off" effect on markets, but rather accelerate
volatility
and bid-ask spreads. This implies a regulatory trade …
Persistent link: https://www.econbiz.de/10011646669
Saved in:
6
Modelling high-frequency
volatility
and liquidity using multiplicative error models
Hautsch, Nikolaus
;
Jeleskovic, Vahidin
-
2008
In this paper, we study the dynamic interdependencies between high-frequency
volatility
, liquidity demand as well as …. Liquidity is causal for future
volatility
but not vice versa. Furthermore, trade sizes are negatively driven by past trading …
Persistent link: https://www.econbiz.de/10010263738
Saved in:
7
Quantifying high-frequency market reactions to real-time news sentiment announcements
Groß-Klußmann, Axel
;
Hautsch, Nikolaus
-
2009
direction of company-specific news. Information-implied reactions in returns,
volatility
as well as liquidity demand and supply … London Stock Exchange (LSE), we find market-wide robust news-dependent responses in
volatility
and trading volume. However …
Persistent link: https://www.econbiz.de/10010270815
Saved in:
8
A mean variance king? Creation and resolution of uncertainty under the employment report's reign
Hautsch, Nikolaus
;
Hess, Dieter E.
-
2001
almost instantaneously incorporated into T-bond futures
prices
. Nevertheless, large surprises create considerable uncertainty … differences of opinion is left, and hence
volatility
is decreased. …
Persistent link: https://www.econbiz.de/10010297797
Saved in:
9
Quantifying high-frequency market reactions to real-time news sentiment announcements
Groß-Klußmann, Axel
;
Hautsch, Nikolaus
-
2009
direction of company-specific news. Information-implied reactions in returns,
volatility
as well as liquidity demand and supply … London Stock Exchange (LSE), we find market-wide robust news-dependent responses in
volatility
and trading volume. However …
Persistent link: https://www.econbiz.de/10010303687
Saved in:
10
The processing of non-anticipated information in financial markets: Analyzing the impact of surprises in the employment report
Hautsch, Nikolaus
;
Hess, Dieter
-
2002
almost instantaneously incorporated into T-bond futures
prices
. Nevertheless, large surprises, and 'bad' news in particular … differences of opinion is left, and hence
volatility
is decreased. …
Persistent link: https://www.econbiz.de/10010324062
Saved in:
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