Macroeconomic news surprises, volume and volatility relationship in index futures market
Author:
Affiliation:
1. Xavier Institute of Management, Xavier University, Bhubaneswar, India
2. XLRI –Xavier School of Management, Jamshedpur, India
Publisher
Informa UK Limited
Subject
Economics and Econometrics
Link
https://www.tandfonline.com/doi/pdf/10.1080/00036846.2019.1645277
Reference35 articles.
1. The Effects of Inflation News on High Frequency Stock Returns
2. Financial Stability Monitoring
3. Micro Effects of Macro Announcements: Real-Time Price Discovery in Foreign Exchange
4. Real-time price discovery in global stock, bond and foreign exchange markets
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