Macroeconomic news announcements and the role of expectations: evidence for US bond, stock and foreign exchange markets
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- Zuliu Hu & Li Li, 1998. "Responses of the Stock Market to Macroeconomic Announcements Across Economic States," IMF Working Papers 98/79, International Monetary Fund.
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- Robert F. Engle & Victor K. Ng, 1991. "Measuring and Testing the Impact of News on Volatility," NBER Working Papers 3681, National Bureau of Economic Research, Inc.
- Sun, Qian & Tong, Wilson H S, 2000. "The Effect of U.S. Trade Deficit Announcements on the Stock Prices of U.S. and Japanese Automakers," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 23(1), pages 15-43, Spring.
- Aggarwal, Raj & Schirm, David C., 1998. "Asymmetric impact of trade balance news on asset prices," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 8(1), pages 83-100, January.
- McQueen, Grant & Roley, V Vance, 1993. "Stock Prices, News, and Business Conditions," Review of Financial Studies, Society for Financial Studies, vol. 6(3), pages 683-707.
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