The impact of macroeconomic news on quote adjustments, noise, and informational volatility

✍ Scribed by Nikolaus Hautsch; Dieter Hess; David Veredas

• Book ID: 116615868
• Publisher: Elsevier Science
• Year: 2011
• Tongue: English
• Weight: 727 KB
• Volume: 35
• Category: Article
• ISSN: 0378-4266
• DOI: 10.1016/j.jbankfin.2011.03.004