Travail de recherche/Working paper
| Titre: |
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| Auteur: | Hautsch, Nikolaus; Hess, Dieter; Veredas, David |
| Statut de publication: | Publié, 2010-01 |
| series: | ECARES Working Papers, 2010-004 |
| Sujet CREF: | Economie |
| Sujet JEL: | Multiple or Simultaneous Equation Models: Time-Series Models |
| Information and Market Efficiency; Event Studies | |
| Financial Markets and the Macroeconomy | |
| Volumes/pages: | 36 p. |
| Mots-clés: | efficient return |
| macroeconomic announcements | |
| microstructure noise | |
| informational volatility | |
| Langue: | Anglais |
| Identificateurs: | RePEc:eca:wpaper:2013/230855 |
