Journal article · 2013

Macroeconomic news effects on the stock markets in intraday data

Będowska-Sójka, B.

Central European Journal of Economic Modelling and Econometrics, 5(4), 249–269

Full text: see the publisher version via DOI.

Preprint: https://doi.org/10.2139/ssrn.2019995

Research topics: Volatility, high-frequency data and macroeconomic news

Cite

@article{cejeme2013_macronews,
  title = {Macroeconomic news effects on the stock markets in intraday data},
  author = {Będowska-Sójka, B.},
  year = {2013},
  journal = {Central European Journal of Economic Modelling and Econometrics},
  note = {5(4), 249–269}
}