Shock Effects on Stocks, Bonds, and Exchange Rates
Tick data and newswire searches are used to find events that led to large and rapid changes in a stock future, a bond future, and three exchange rate futures. Knowledge of these events may be useful in future work. They have the
|Date of creation:||01 Feb 2001|
|Date of revision:||01 Aug 2001|
|Contact details of provider:|| Web page: http://icf.som.yale.edu/|
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487, Massachusetts Institute of Technology (MIT), Department of Economics.
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- Michael J. Fleming & Eli M. Remolona, 1997.
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9706, Federal Reserve Bank of New York.
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_005, Princeton University, Department of Economics.
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- Mitchell, Mark L & Mulherin, J Harold, 1994. " The Impact of Public Information on the Stock Market," Journal of Finance, American Finance Association, vol. 49(3), pages 923-50, July.
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