Changes in the impact of US macroeconomic news on financial markets the example of the Warsaw Stock Exchange

Statistics in Transition

Tomasz Wójtowicz¹  Henryk Gurgul¹  Jessica Hastenteufel² 

[1] Department of Applications of Mathematics in Economics, Faculty of Management, AGH University of Scienceand Technology, Al. Mickiewicza 30, 30-059 Cracow, Poland;Department of Business and Management, IU International University of Applied sciences, Bad Honnef,Germany;

关键词: event study;    macroeconomic announcements;    intraday data;    Warsaw Stock Exchange;   

DOI  :  10.21307/stattrans-2021-037

来源: DOAJ

【 授权许可】

Unknown