Intraday effect of macroeconomic announcements on CEE financial markets

Number of the records: 1

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SYSNO ASEP	0317114
Document Type	C - Proceedings Paper (int. conf.)
R&D Document Type	Conference Paper
Title	Intraday effect of macroeconomic announcements on CEE financial markets
Title	Mezidenní efekty makroekonomických oznámení na finanční trhy střední Evropy
Author(s)	Hanousek, Jan (NHU-N)_RID Kočenda, Evžen (NHU-N)_RID
Source Title	Proceedings of 26th International Conference Mathematical Methods in Economics 2008. - Liberec : Technical University of Liberec, 2008 / Řehořová Pavla ; Maršíková Kateřina - ISBN 978-80-7372-387-3
Pages	s. 165-175
Number of pages	11 s.
Publication form	CD ROM - CD ROM
Action	Mathematical Methods in Economics 2008
Event date	17.09.2008-19.09.2008
VEvent location	Liberec
Country	CZ - Czech Republic
Event type	WRD
Language	eng - English
Country	CZ - Czech Republic
Keywords	stock markets ; intraday data ; macroeconomic announcements
Subject RIV	AH - Economics
R&D Projects	LC542 GA MŠMT - Ministry of Education, Youth and Sports (MEYS)
CEZ	AV0Z70850503 - NHU-N (2005-2011)
Annotation	We estimate the impact of macroeconomic news on composite stock returns in three emerging European Union (EU) financial markets (Budapest, Prague, and Warsaw), using intraday data and macroeconomic announcements.
Workplace	Economics Institute
Contact	Tomáš Pavela, pavela@cerge-ei.cz, Tel.: 224 005 122
Year of Publishing	2009

Number of the records: 1