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

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  • Tokel, O. Emre
  • Yucel, M. Eray

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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Bibliographic 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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Keywords: Data access; Macroeconomic data; Market efficiency; Event study;

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  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.
  2. Brown, Stephen J. & Warner, Jerold B., 1980. "Measuring security price performance," Journal of Financial Economics, Elsevier, vol. 8(3), pages 205-258, September.
  3. A. Craig MacKinlay, 1997. "Event Studies in Economics and Finance," Journal of Economic Literature, American Economic Association, vol. 35(1), pages 13-39, March.
  4. Tokel, Omer Emre & Yucel, Eray M., 2009. "Does Internet access to official data display any regularity: case of the Electronic Data Delivery System of the Central Bank of Turkey," MPRA Paper 15704, University Library of Munich, Germany.
  5. 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.
  6. Schwert, G William, 1981. "Using Financial Data to Measure Effects of Regulation," Journal of Law and Economics, University of Chicago Press, vol. 24(1), pages 121-58, April.
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