When does the stock market listen to economic news? New evidence from copulas and news wires
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- Yingli Wang & Xiaoguang Yang, 2018. "Asymmetric response to PMI announcements in China's stock returns," Papers 1806.04347, arXiv.org.
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NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2014-11-22 (All new papers)
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