Intraday futures market behaviour around major scheduled macroeconomic announcements: Australian evidence
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- repec:bla:joares:v:19:y:1981:i:2:p:374-383 is not listed on IDEAS
- McInish, Thomas H & Wood, Robert A, 1992. " An Analysis of Intraday Patterns in Bid/Ask Spreads for NYSE Stocks," Journal of Finance, American Finance Association, vol. 47(2), pages 753-764, June.
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- Ederington, Louis H. & Lee, Jae Ha, 1995. "The Short-Run Dynamics of the Price Adjustment to New Information," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 30(01), pages 117-134, March.
- Aitken, Michael & Ferris, George, 1991. "A note on the effect of controlling for transaction costs on the small firm anomaly: Additional Australian evidence," Journal of Banking & Finance, Elsevier, vol. 15(6), pages 1195-1202, December.
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- Venkatesh, P C, 1992. "Empirical Evidence on the Impact of the Bid-Ask Spread on the Characteristics of CRSP Daily Returns," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 15(2), pages 113-125, Summer. Full references (including those not matched with items on IDEAS)
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