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Currency jumps, cojumps and the role of macro news
Chatrath, Arjun; Miao, Hong; Ramchander, Sanjay; … - In: Journal of international money and finance 40 (2014), pp. 42-62
Persistent link: https://www.econbiz.de/10010240008
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Jumps in oil prices : the role of economic news
Elder, John; Miao, Hong; Ramchander, Sanjay - In: The energy journal 34 (2013) 3, pp. 217-237
Persistent link: https://www.econbiz.de/10009771858
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Does the price of crude oil respond to macroeconomic news?
Chatrath, Arjun; Miao, Hong; Ramchander, Sanjay - In: The journal of futures markets 32 (2012) 6, pp. 536-559
Persistent link: https://www.econbiz.de/10010218786
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Corporate bonds, macroeconomic news, and investor flows
Chatrath, Arjun; Miao, Hong; Ramchander, Sanjay; … - In: The journal of fixed income 22 (2012) 1, pp. 25-40
Persistent link: https://www.econbiz.de/10009670749
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Impact of macroeconomic news on metal futures
Elder, John; Miao, Hong; Ramchander, Sanjay - In: Journal of banking & finance 36 (2012) 1, pp. 51-65
Persistent link: https://www.econbiz.de/10009411172
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S&P 500 Index‐Futures Price Jumps and Macroeconomic News
Miao, Hong - 2018
This study examines the influence of macroeconomic news on price discontinuities in the S&P 500 index futures. Results document a strong association between macro news and price jumps. Over three‐fourths of the price jumps between 8:30 am and 8:35 am and over three‐fifths of the jumps...
Persistent link: https://www.econbiz.de/10012940385
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S&P 500 Index‐Futures Price Jumps and Macroeconomic News
Miao, Hong - 2018
This study examines the influence of macroeconomic news on price discontinuities in the S&P 500 index futures. Results document a strong association between macro news and price jumps. Over three‐fourths of the price jumps between 8:30 am and 8:35 am and over three‐fifths of the jumps...
Persistent link: https://www.econbiz.de/10012940393
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Assessing the impacts of Birmingham's clean air zone on air quality : estimates from a machine learning and synthetic control approach
Liu, Bowen; Bryson, John R.; Sevinc, Deniz; Cole, Matthew A. - In: Environmental and resource economics 86 (2023) 1/2, pp. 203-231
Persistent link: https://www.econbiz.de/10014369706
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The effectiveness of pre-disaster planning and post-disaster aid : examining the impact on plants of the great East Japan earthquake
Cole, Matthew A.; Elliott, Robert J. R.; Okubo, Toshihiro; … - 2015
Persistent link: https://www.econbiz.de/10011381766
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Ecological modernization in Japan : the role of interest rate subsidies and voluntary pollution control agreements
Elliott, Robert J. R.; Okubo, Toshihiro - In: Asian economic papers 15 (2016) 3, pp. 66-94
Persistent link: https://www.econbiz.de/10011690556