"Foreign news and spillovers in emerging European stock markets"@en . . . "RIV/67985998:_____/11:00371434!RIV12-AV0-67985998" . . . . "0965-7576" . "Foreign news and spillovers in emerging European stock markets" . . "000287508900013" . "19"^^ . . "1"^^ . . "Review of International Economics" . "2"^^ . "[EB088B24D39A]" . "RIV/67985998:_____/11:00371434" . . . . . . "Ko\u010Denda, Ev\u017Een" . "19" . . "We analyze foreign news and spillovers in the emerging EU stock markets (the Czech Republic, Hungary, and Poland). We employ high-frequency five-minute intraday data on stock market index returns and four classes of EU and US macroeconomic announcements during 2004\u201307. We account for the difference of each announcement from its market expectation and we jointly model the volatility of the returns accounting for intraday movements and day-of-the-week effects." . "P(GAP403/11/0020), P(LC542), Z(AV0Z70850503), Z(MSM0021620846)" . "Foreign news and spillovers in emerging European stock markets"@en . "Hanousek, J." . "We analyze foreign news and spillovers in the emerging EU stock markets (the Czech Republic, Hungary, and Poland). We employ high-frequency five-minute intraday data on stock market index returns and four classes of EU and US macroeconomic announcements during 2004\u201307. We account for the difference of each announcement from its market expectation and we jointly model the volatility of the returns accounting for intraday movements and day-of-the-week effects."@en . "10.1111/j.1467-9396.2010.00939.x" . "1" . "200109" . . "Foreign news and spillovers in emerging European stock markets" . . . . "GB - Spojen\u00E9 kr\u00E1lovstv\u00ED Velk\u00E9 Brit\u00E1nie a Severn\u00EDho Irska" . . "emerging European stock markets; foreign news; intraday data"@en . .