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The reaction of asset prices to macroeconomic announcements in new EU markets: evidence from intraday data

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    SYSNO ASEP0317827
    Document TypeJ - Journal Article
    R&D Document TypeJournal Article
    Subsidiary JOstatní články
    TitleThe reaction of asset prices to macroeconomic announcements in new EU markets: evidence from intraday data
    TitleReakce cen majetku aktiv na makroekonomická oznámení v nových zemích EU: použití mezidenních dat
    Author(s) Hanousek, Jan (NHU-C) RID
    Kočenda, Evžen (NHU-C) RID
    Kutan, A. M. (US)
    Source TitleJournal of Financial Stability. - : Elsevier - ISSN 1572-3089
    Roč. 5, č. 2 (2009), s. 199-219
    Number of pages21 s.
    Publication formwww - www
    Languageeng - English
    CountryUS - United States
    Keywordsstock markets ; intraday data ; macroeconomic announcements
    Subject RIVAH - Economics
    R&D ProjectsLC542 GA MŠMT - Ministry of Education, Youth and Sports (MEYS)
    GA402/08/1376 GA ČR - Czech Science Foundation (CSF)
    CEZMSM0021620846 - NHU-C
    DOI10.1016/j.jfs.2008.01.003
    AnnotationWe estimate the impact of macroeconomic news on composite stock returns in three emerging European Union financial markets (the Budapest BUX, Prague PX-50, and Warsaw WIG-20), using intraday data and macroeconomic announcements.
    WorkplaceEconomics Institute - CERGE
    ContactTomáš Pavela, pavela@cerge-ei.cz, Tel.: 224 005 122
    Year of Publishing2010
Number of the records: 1  

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