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Economic news and equity market linkages between the U.S. and U.K

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Author Info
Becker, Kent G.
Finnerty, Joseph E.
Friedman, Joseph
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File URL: http://www.sciencedirect.com/science/article/B6VCY-3YB56R0-F/2/e6651b94c1bafd5c3bb993d9b5ad55c2
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Article provided by Elsevier in its journal Journal of Banking & Finance.

Volume (Year): 19 (1995)
Issue (Month): 7 (October)
Pages: 1191-1210
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Handle: RePEc:eee:jbfina:v:19:y:1995:i:7:p:1191-1210

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  3. Claudio Loderer & Marc-André Mittermayer, 2006. "America and the Swiss Stock Exchange: An Intraday Analysis," Swiss Journal of Economics and Statistics (SJES), Swiss Society of Economics and Statistics (SSES), vol. 142(I), pages 79-114, March. [Downloadable!]
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  7. Bea Canto & Roman Kräussl, 2006. "Stock Market Interactions and the Impact of Macroeconomic News – Evidence from High Frequency Data of European Futures Markets," CFS Working Paper Series 2006/25, Center for Financial Studies. [Downloadable!]
  8. Michael Ehrmann & Marcel Fratzscher & Roberto Rigobon, 2005. "Stocks, Bonds, Money Markets and Exchange Rates: Measuring International Financial Transmission," NBER Working Papers 11166, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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  9. Albuquerque, Rui & Vega, Clara, 2006. "Asymmetric Information in the Stock Market: Economic News and Co-movement," CEPR Discussion Papers 5598, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
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