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Click to download data: an event study of Internet access to economic statistics

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Author Info
Tokel, O. Emre
Yucel, M. Eray

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Abstract

This study examines the online access statistics of the Central Bank of Turkey’s Electronic Data Delivery System within an event study framework. The comparisons of pre-event and post-event statistics suggest that announcements of both the policy interest rates and the consumer price data considerably affect society’s data access behavior. The timing and amplitude of these effects are further studied with respect to inflation expectations and surprise content of events; yet no solid pattern was revealed.

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File URL: http://mpra.ub.uni-muenchen.de/16833/
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Publisher Info
Paper provided by University Library of Munich, Germany in its series MPRA Paper with number 16833.

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Date of creation: 17 Aug 2009
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Handle: RePEc:pra:mprapa:16833

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Related research
Keywords: Data access; Macroeconomic data; Market efficiency; Event study;

Find related papers by JEL classification:
G14 - Financial Economics - - General Financial Markets - - - Information and Market Efficiency; Event Studies
C50 - Mathematical and Quantitative Methods - - Econometric Modeling - - - General
G10 - Financial Economics - - General Financial Markets - - - General (includes Measurement and Data)

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References listed on IDEAS
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.:
  1. Brown, Stephen J. & Warner, Jerold B., 1985. "Using daily stock returns : The case of event studies," Journal of Financial Economics, Elsevier, vol. 14(1), pages 3-31, March. [Downloadable!] (restricted)
  2. Brown, Stephen J. & Warner, Jerold B., 1980. "Measuring security price performance," Journal of Financial Economics, Elsevier, vol. 8(3), pages 205-258, September. [Downloadable!] (restricted)
  3. Fama, Eugene F, et al, 1969. "The Adjustment of Stock Prices to New Information," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 10(1), pages 1-21, February. [Downloadable!] (restricted)
  4. A. Craig MacKinlay, 1997. "Event Studies in Economics and Finance," Journal of Economic Literature, American Economic Association, vol. 35(1), pages 13-39, March. [Downloadable!] (restricted)
  5. Schwert, G William, 1981. "Using Financial Data to Measure Effects of Regulation," Journal of Law & Economics, University of Chicago Press, vol. 24(1), pages 121-58, April.
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This page was last updated on 2009-11-29.

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