✦ LIBER ✦

The effect of macroeconomic news on beliefs and preferences: Evidence from the options market

✍ Scribed by Alessandro Beber; Michael W. Brandt

Book ID: 113725768
Publisher: Elsevier Science
Year: 2006
Tongue: English
Weight: 440 KB
Volume: 53
Category: Article
ISSN: 0304-3932
DOI: 10.1016/j.jmoneco.2006.05.013

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Macroeconomics news and the stock market

Macroeconomics news and the stock market: Evidence from Europe

✍ Walter Wasserfallen 📂 Article 📅 1989 🏛 Elsevier Science 🌐 English ⚖ 887 KB

Order imbalance, market returns and macr

Order imbalance, market returns and macroeconomic news: Evidence from the Australian interest rate futures market

✍ Lee A. Smales 📂 Article 📅 2012 🏛 Elsevier Science 🌐 English ⚖ 446 KB

The effect of macroeconomic news on stoc

The effect of macroeconomic news on stock returns: New evidence from newspaper coverage

✍ Gene Birz; John R. Lott Jr. 📂 Article 📅 2011 🏛 Elsevier Science 🌐 English ⚖ 392 KB

The Effects of Unanticipated Macroeconom

The Effects of Unanticipated Macroeconomic News on Debt Markets

✍ Rohan Christie-David; Mukesh Chaudhry; James T. Lindley 📂 Article 📅 2003 🏛 John Wiley and Sons 🌐 English ⚖ 121 KB

Stock Options and Firm Performance: New

Stock Options and Firm Performance: New Evidence from the French Market

✍ Thouraya Triki; Loredana Ureche-Rangau 📂 Article 📅 2012 🏛 John Wiley and Sons 🌐 English ⚖ 294 KB

The impact of off-market trading on liqu

The impact of off-market trading on liquidity: Evidence from the Australian options market

✍ Andrew Lepone; Jin Young Yang 📂 Article 📅 2009 🏛 John Wiley and Sons 🌐 English ⚖ 109 KB 👁 1 views

## Abstract This study investigates the impact of reducing the contract size threshold for off‐market trading on transaction costs in an options market. This study provides evidence that market makers compete more aggressively for small‐to‐medium trades and quote mid‐size depths more often after th