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 |