Original title: Intraday effect of macroeconomic announcements on CEE financial markets
Translated title: Mezidenní efekty makroekonomických oznámení na finanční trhy střední Evropy
Authors: Hanousek, Jan ; Kočenda, Evžen
Document type: Papers
Conference/Event: Mathematical Methods in Economics 2008, Liberec (CZ), 2008-09-17 / 2008-09-19
Year: 2008
Language: eng
Abstract: [eng] [cze]
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. Odhadujeme dopad makoekonomických oznámení na složené zisky z akcií na třech rozvíjejících se trzích EU (Budapešť, Praha a Varšava) za použití mezidenních dat a makroekonomických oznámení.
Keywords: intraday data; macroeconomic announcements; stock markets
Project no.: CEZ:AV0Z70850503 (CEP), LC542 (CEP)
Funding provider: GA MŠk
Host item entry: Proceedings of 26th International Conference Mathematical Methods in Economics 2008, ISBN 978-80-7372-387-3

Institution: Economics Institute AS ČR (web)
Document availability information: Fulltext is available at the institute of the Academy of Sciences.
Original record: http://hdl.handle.net/11104/0166849

Permalink: http://www.nusl.cz/ntk/nusl-39575


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