About: Effects of scheduled versus unexpected news in intraday price movements: the evidence from new European stock markets

Facets (new session)
Description
Metadata
Settings
- owl:sameAs
- Inference Rule:

About: Effects of scheduled versus unexpected news in intraday price movements: the evidence from new European stock markets Goto Sponge NotDistinct Permalink

An Entity of Type : http://linked.opendata.cz/ontology/domain/vavai/Vysledek, within Data Space : linked.opendata.cz associated with source document(s)

Attributes	Values
rdf:type	skos:Concept http://linked.opendata.cz/ontology/domain/vavai/Vysledek
Description	The goal of this paper is to study real time behavior on three emerging EU stock markets - in the Czech Republic, Hungary, and Poland - taking into account interactions with developed markets and the influence of macroeconomic news originating in the EU and in the U.S. We characterize the price discovery in these three emerging EU stock markets by employing high-frequency five-minute intraday data on stock market index returns and four classes of EU and U.S. macroeconomic announcements during 2004-2007. We account for the difference of each announcement from its market expectation and we jointly model the volatility of the returns accounting for intra-day movements and day-of-the-week effects. The goal of this paper is to study real time behavior on three emerging EU stock markets - in the Czech Republic, Hungary, and Poland - taking into account interactions with developed markets and the influence of macroeconomic news originating in the EU and in the U.S. We characterize the price discovery in these three emerging EU stock markets by employing high-frequency five-minute intraday data on stock market index returns and four classes of EU and U.S. macroeconomic announcements during 2004-2007. We account for the difference of each announcement from its market expectation and we jointly model the volatility of the returns accounting for intra-day movements and day-of-the-week effects. (en)
Title	Effects of scheduled versus unexpected news in intraday price movements: the evidence from new European stock markets Effects of scheduled versus unexpected news in intraday price movements: the evidence from new European stock markets (en)
skos:prefLabel	Effects of scheduled versus unexpected news in intraday price movements: the evidence from new European stock markets Effects of scheduled versus unexpected news in intraday price movements: the evidence from new European stock markets (en)
skos:notation	RIV/00216208:11640/09:00337840!RIV10-GA0-11640___
http://linked.open...avai/riv/aktivita	P Z
http://linked.open...avai/riv/aktivity	P(GA402/08/1376), Z(MSM0021620846)
http://linked.open...vai/riv/dodaniDat	2010
http://linked.open...aciTvurceVysledku	Hanousek, Jan Kočenda, Evžen
http://linked.open.../riv/druhVysledku	D - Článek ve sborníku
http://linked.open...iv/duvernostUdaju	S - Úplné a pravdivé údaje nepodléhající ochraně podle zvláštních právních předpisů
http://linked.open...titaPredkladatele	Univerzita Karlova v Praze / Centrum pro ekonomický výzkum a doktorská studia
http://linked.open...dnocenehoVysledku	312435
http://linked.open...ai/riv/idVysledku	RIV/00216208:11640/09:00337840
http://linked.open...riv/jazykVysledku	eng - angličtina
http://linked.open.../riv/klicovaSlova	stock markets; intraday price movements; price discovery; macroeconomic news (en)
http://linked.open.../riv/klicoveSlovo	stock markets macroeconomic news intraday price movements price discovery
http://linked.open...ontrolniKodProRIV	[A506BF336980]
http://linked.open...v/mistoKonaniAkce	Kostelec nad Černými lesy
http://linked.open...i/riv/mistoVydani	Prague
http://linked.open...i/riv/nazevZdroje	Proceedings of 27th International Conference Mathematical Methods in Economics 2009
http://linked.open...in/vavai/riv/obor	AH
http://linked.open...ichTvurcuVysledku	2 (xsd:int)
http://linked.open...cetTvurcuVysledku	2 (xsd:int)
http://linked.open...vavai/riv/projekt	Information, Spillovers, and Impact on Capital Markets: Theory and Empirics of the Intra-day Data Approach
http://linked.open...UplatneniVysledku	2009
http://linked.open...iv/tvurceVysledku	Hanousek, Jan Kočenda, Evžen
http://linked.open...vavai/riv/typAkce	CST - Celostátní
http://linked.open...ain/vavai/riv/wos	000275146900019
http://linked.open.../riv/zahajeniAkce	2009-09-09 (xsd:date)
http://linked.open...n/vavai/riv/zamer	Ekonomické dopady evropské integrace na ČR
number of pages	6 (xsd:int)
http://purl.org/ne...btex#hasPublisher	Česká zemědělská univerzita v Praze
https://schema.org/isbn	978-80-213-1963-9
http://localhost/t...ganizacniJednotka	11640

Faceted Search & Find service v1.16.118 as of Jun 21 2024

Alternative Linked Data Documents: ODE Content Formats:

RDF

ODATA

Microdata

About

OpenLink Virtuoso version 07.20.3240 as of Jun 21 2024, on Linux (x86_64-pc-linux-gnu), Single-Server Edition (126 GB total memory, 48 GB memory in use)
Data on this page belongs to its respective rights holders.
Virtuoso Faceted Browser Copyright © 2009-2024 OpenLink Software