Relative importance of scheduled macroeconomic news for stock market investors
AbstractNo abstract is available for this item.
Download InfoIf you experience problems downloading a file, check if you have the proper application to view it first. In case of further problems read the IDEAS help page. Note that these files are not on the IDEAS site. Please be patient as the files may be large.
Bibliographic InfoArticle provided by Springer in its journal Journal of Economics and Finance.
Volume (Year): 27 (2003)
Issue (Month): 2 (June)
Contact details of provider:
Web page: http://link.springer.de/link/service/journals/120857/index.htm
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
- Black, Fischer & Scholes, Myron S, 1973. "The Pricing of Options and Corporate Liabilities," Journal of Political Economy, University of Chicago Press, University of Chicago Press, vol. 81(3), pages 637-54, May-June.
- Karfakis, Costas & Kim, Suk-Joong, 1995.
"Exchange rates, interest rates and current account news: some evidence from Australia,"
Journal of International Money and Finance, Elsevier,
Elsevier, vol. 14(4), pages 575-595, August.
- Karfakis, C. & Kim, Suk-Joong, 1993. "Exchange Rates, Interest Rates and Current Account News: Some Evidence from Australia," Working Papers 189, University of Sydney, School of Economics.
- Hakkio, Craig S & Pearce, Douglas K, 1985. "The Reaction of Exchange Rates to Economic News," Economic Inquiry, Western Economic Association International, Western Economic Association International, vol. 23(4), pages 621-36, October.
- Christie-David, Rohan & Chaudhry, Mukesh & Koch, Timothy W., 2000. "Do macroeconomics news releases affect gold and silver prices?," Journal of Economics and Business, Elsevier, Elsevier, vol. 52(5), pages 405-421.
- Thornton, Daniel L., 1989. "The effect of unanticipated money on the money and foreign exchange markets," Journal of International Money and Finance, Elsevier, Elsevier, vol. 8(4), pages 573-587, December.
- Kim, Suk-Joong & Sheen, Jeffrey, 2000.
"International linkages and macroeconomic news effects on interest rate volatility -- Australia and the US,"
Pacific-Basin Finance Journal, Elsevier,
Elsevier, vol. 8(1), pages 85-113, March.
- Kim, Suk-Joong & Sheen, Jeffrey, 1998. "International Linkages and Macroeconomic News Effects on Interest Rate Volatility - Australia and the US'," Working Papers 11, University of Sydney, School of Economics.
- Pearce, Douglas K & Roley, V Vance, 1985.
"Stock Prices and Economic News,"
The Journal of Business,
University of Chicago Press, vol. 58(1), pages 49-67, January.
- Ederington, Louis H & Lee, Jae Ha, 1993. " How Markets Process Information: News Releases and Volatility," Journal of Finance, American Finance Association, American Finance Association, vol. 48(4), pages 1161-91, September.
- Heynen, Ronald & Kemna, Angelien & Vorst, Ton, 1994. "Analysis of the Term Structure of Implied Volatilities," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 29(01), pages 31-56, March.
- Hull, John C & White, Alan D, 1987. " The Pricing of Options on Assets with Stochastic Volatilities," Journal of Finance, American Finance Association, American Finance Association, vol. 42(2), pages 281-300, June.
- Day, Theodore E. & Lewis, Craig M., 1988. "The behavior of the volatility implicit in the prices of stock index options," Journal of Financial Economics, Elsevier, Elsevier, vol. 22(1), pages 103-122, October.
- Goodell, John W. & Vähämaa, Sami, 2013. "US presidential elections and implied volatility: The role of political uncertainty," Journal of Banking & Finance, Elsevier, vol. 37(3), pages 1108-1117.
- Li, Lifang & Narayan, Paresh Kumar & Zheng, Xinwei, 2010. "An analysis of inflation and stock returns for the UK," Journal of International Financial Markets, Institutions and Money, Elsevier, Elsevier, vol. 20(5), pages 519-532, December.
- GÃ¼lÃ¼zar Kurt GÃ¼mÃ¼s & A. TÃ¼lay YÃ¼cel & Deniz Karaoglan & Saban Celik, 2011. "The Impact Of Domestic And Foreign Macroeconomic News On Stock Market Volatility: Istanbul Stock Exchange Futures Market," Bogazici Journal of Economics and Administrative Sciences, Bogazici University, Department of Economics, Bogazici University, Department of Economics, vol. 25(1), pages 123-137.
- Dumitriu, Ramona & Stefanescu, Razvan & Nistor, Costel, 2011. "The US macroeconomic news announcements and the within-month effects on the Bucharest Stock Exchange," MPRA Paper 41626, University Library of Munich, Germany, revised 11 Oct 2011.
- Stefanescu, Razvan & Dumitriu, Ramona & Nistor, Costel, 2011. "Impact of the domestic and the US macroeconomic news on the Romanian stock market," MPRA Paper 41623, University Library of Munich, Germany, revised 08 Sep 2011.
- Nikkinen, Jussi & Omran, Mohammed & Sahlstrom, Petri & Aijo, Janne, 2006. "Global stock market reactions to scheduled U.S. macroeconomic news announcements," Global Finance Journal, Elsevier, vol. 17(1), pages 92-104, September.
- Äijö, Janne, 2008. "Impact of US and UK macroeconomic news announcements on the return distribution implied by FTSE-100 index options," International Review of Financial Analysis, Elsevier, vol. 17(2), pages 242-258.
- Jaiswal-Dale, Ameeta & Jithendranathan, Thadavillil, 2009. "Transmission of shocks from cross-listed markets to the return and volatility of domestic stocks," Journal of Multinational Financial Management, Elsevier, Elsevier, vol. 19(5), pages 395-408, December.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Guenther Eichhorn) or (Christopher F Baum).
If references are entirely missing, you can add them using this form.