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Financial Markets Interactions between Economic Theory and Practice. (2010). Nicolau, Mihaela.
In: MPRA Paper.
RePEc:pra:mprapa:27322.

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Cited: 3

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Cites: 32

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Cocites: 50

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Coauthors: 0

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Citations

Citations received by this document

  1. Effects of diamond price volatility on stock returns: Evidence from a developing economy. (2022). Acquah, Benjamin K ; Thulaganyo, Kebaabetswe ; Kouassi, Eugene ; Mougoue, Mbodja ; Marcelin, Jean.
    In: International Journal of Finance & Economics.
    RePEc:wly:ijfiec:v:27:y:2022:i:1:p:1025-1043.

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  2. African equity markets’ exposure to oil and other commodities - implications for global portfolio diversification. (2021). ALAGIDEDE, IMHOTEP ; Sjo, BO ; Boako, Gideon.
    In: Journal of Economics and Finance.
    RePEc:spr:jecfin:v:45:y:2021:i:2:d:10.1007_s12197-020-09527-3.

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References

References cited by this document

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Cocites

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  1. What triggers stock market jumps?. (2021). Davis, Steven ; bloom, nicholas ; Sammon, Marco ; Baker, Scott R.
    In: CEP Discussion Papers.
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  2. Price drift before U.S. macroeconomic news: private information about public announcements?. (2016). Strasser, Georg ; Kurov, Alexander ; Wolfe, Marketa ; Sancetta, Alessio .
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  3. Volume, Volatility and Public News Announcements. (2016). Xue, Yuan ; Li, Jia.
    In: CREATES Research Papers.
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  4. The world market risk premium and U.S. macroeconomic announcements. (2015). Du, Ding ; Hu, OU.
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  5. Contemporaneous Spill‐Over Among Equity, Gold, and Exchange Rate Implied Volatility Indices. (2013). Tourani-Rad, Alireza ; Frijns, Bart ; Badshah, Ihsan ; TouraniRad, Alireza .
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  6. The time-varying response of foreign stock markets to U.S. monetary policy surprises: Evidence from the Federal funds futures market. (2013). Marfatia, Hardik ; Kishor, N.
    In: Journal of International Financial Markets, Institutions and Money.
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  7. Oil Prices, Exchange Rates and Asset Prices. (2013). Van Robays, Ine ; Fratzscher, Marcel ; Schneider, Daniel.
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  8. Oil Prices, Exchange Rates and Asset Prices. (2013). Van Robays, Ine ; Fratzscher, Marcel ; Schneider, Daniel.
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  9. The impact of foreign macroeconomic news on financial markets in the Czech Republic, Hungary, and Poland. (2012). Neuenkirch, Matthias ; Hayo, Bernd ; Buttner, David .
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  10. U.S. Monetary Policy Surprises and International Securitized Real Estate Markets. (2011). Yang, Jian ; Xu, Pisun .
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  11. The Real Exchange Rate, Real Interest Rates, and the Risk Premium. (2011). Engel, Charles.
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  12. Information aggregation around macroeconomic announcements: Revisions matter. (2011). Gilbert, Thomas.
    In: Journal of Financial Economics.
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  13. The reaction of stock returns to unexpected increases in the federal funds rate target. (2011). Tsai, Chun-Li.
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  14. Does the Bund dominate price discovery in Euro bond futures? Examining information shares. (2011). Menkhoff, Lukas ; Fricke, Christoph.
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  15. Simultaneous monetary policy announcements and international stock markets response: An intraday analysis. (2011). Hussain, Syed Mujahid.
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  16. Extreme returns: The case of currencies. (2011). Savaser, Tanseli ; Osler, Carol .
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  17. The effect of macroeconomic news on stock returns: New evidence from newspaper coverage. (2011). Birz, Gene ; Lott, John R..
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  19. Macroeconomic fundamentals, price discovery, and volatility dynamics in emerging bond markets. (2011). Tamirisa, Natalia ; Nowak, Sylwia ; Jobst, Andreas ; Andritzky, Jochen.
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  24. News announcements and price discovery in foreign exchange spot and futures markets. (2010). Gau, Yin-Feng ; Chen, Yu-Lun.
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