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The impact of US macroeconomic news on the prices of single stocks on the Vienna stock exchange

Gurgul, Henryk; Mitterer, Christoph; Wójtowicz, Tomasz - In: Central European journal of economic modelling and … 13 (2021) 3, pp. 287-329

Persistent link: https://www.econbiz.de/10012620005

Stock price distributions and news : evidence from index options

Steeley, James M. - In: Review of quantitative finance and accounting 23 (2004) 3, pp. 229-250

Persistent link: https://www.econbiz.de/10002418334

Size, book-to-market ratio and macroeconomic news

Cenesizoglu, Tolga - In: Journal of empirical finance 18 (2011) 2, pp. 248-270

Persistent link: https://www.econbiz.de/10009301122

Macroeconomic effects on DJSI-World returns

Sariannidis, Nikolaos; Koskosas, Ioannis; Kartalis, Nikos D. - In: International journal of economic sciences and applied … 2 (2009) 2, pp. 95-110

One of the best known and highly regarded Socially Responsible Investing (SRI) indexes is the Dow Jones Sustainability Index World (D.J.S.I.-World). By using the model of Generalized Autoregressive Conditional Heteroskedasticity (GARCH), the relation between D.J.S.I.-World returns to 10 year...

Persistent link: https://www.econbiz.de/10009009430

On the impact of macroeconomic news surprises on Treasury-bond returns

El Ouadghiri, Imane; Mignon, Valérie; Boitout, Nicolas - In: Annals of finance 12 (2016) 1, pp. 29-53

Persistent link: https://www.econbiz.de/10011555427

When does the stock market listen to economic news? : new evidence from copulas and news wires

Medovikov, Ivan - In: Journal of banking & finance 65 (2016), pp. 27-40

Persistent link: https://www.econbiz.de/10011634320

The real-time information content of macroeconomic news : implications for firm-level earnings expectations

Carabias, Jose M. - In: Review of accounting studies 23 (2018) 1, pp. 136-166

Persistent link: https://www.econbiz.de/10011848284

Macro variables and the components of stock returns

Maio, Paulo; Philip, Dennis - In: Journal of empirical finance 33 (2015), pp. 287-308

Persistent link: https://www.econbiz.de/10011556888

The Impact of Macroeconomic News on Bitcoin Returns

Corbet, Shaen - 2020

This paper examines the relationship between news coverage and Bitcoin returns. Previous studies have provided evidence to suggest that macroeconomic news affects stock returns, commodity prices, and interest rates. We construct a sentiment index based on news stories that follow the...

Persistent link: https://www.econbiz.de/10012839983

Predicting stock returns in the presence of COVID-19 pandemic : the role of health news

Salisu, Afees A.; Vo Xuan Vinh - In: International review of financial analysis 71 (2020), pp. 1-10

Persistent link: https://www.econbiz.de/10012437031