News and Announcements.
نویسندگان
چکیده
PRESIDENT e DR. WILLIAM F. GEE, 3204 Hobcaw Lane, Lexington, Kentucky 40502-3523 PAST PRESIDENT e DR. WILLIAM W. BOHNERT, 3500 E. Lincoln Drive, Lot #33, Phoenix, Arizona 85018 PRESIDENT-ELECT e DR. RICHARD K. BABAYAN, 725 Albany St., Ste 3 B, Boston, Massachusetts 02118 SECRETARY e DR. MANOJ MONGA, 2842 Fontenay Rd., Shaker Heights, Ohio 44120-3403 TREASURER e DR. STEVEN M. SCHLOSSBERG, 1400 Treat Blvd., Walnut Creek, California 94597
منابع مشابه
Discussion of To Trade or Not To Trade: The Strategic Trading of Insiders around News Announcements
Korczak, Korczak and Lasfer (2010) (hereafter KKL) examine the likelihood and amount of corporate insider (company director) trading before a news announcement about a corporate event. The novel feature of the paper is that it examines insider trading after distinguishing between good and bad subsequent news announcements. The authors construct a unique dataset of 119,179 news announcements and...
متن کاملDo Australian and the US macroeconomic news announcements affect the USD/AUD exchange rate? Some evidence from E-GARCH estimations
This paper examines the effects of scheduled Australian and US macroeconomic announcements on daily USD/AUD exchange rate changes. EGARCH(1,1) models are used to investigate news effects on the conditional mean and volatility of the changes over various time horizons encompassing the announcements. A higher than expected Australian current account deficit announcement depreciated the AUD while ...
متن کاملSophisticated Trading and Market Efficiency: Evidence from Macroeconomic News Announcements
This paper studies how the views of sophisticated traders are impounded into stocks and bonds around macroeconomic news announcements. I find evidence that sophisticated traders trade on predictions of macroeconomic news reports before announcements and obtain their informational advantage using public information. Specifically, consensus forecasts of upcoming data releases suffer from anchorin...
متن کاملDo macro-economic news announcements affect the volatility of foreign exchange rates? Some evidence from Australia
This paper investigates the role of Australian macro-economic announcement news on ® ve major Australian dollar (AUD) exchange rates. Speci® cally, the daily changes of the exchange rates are modelled to ascertain the existence and the nature of the news e ects in the conditional mean and variance of the changes. It is found that a higher than expected current account de® cit and unemployment ...
متن کاملThe spillover effects of US and Japanese public information news in advanced Asia-Pacific stock markets
This paper investigates the nature of information leadership of the US and Japan in the advanced Asia-Pacific stock markets. Instead of just relying on return and return volatility spillovers from major markets, specific and disaggregated news events are also utilized. In particular, the aim is to examine the nature of spillover effects of scheduled announcements of the US and Japanese macroeco...
متن کاملThe response of individual FX dealers ’ quoting activity to macroeconomic news announcements ∗
This paper analyses the effect of nine categories of news announcements on the quoting activity of individual FX dealers on the Euro/Dollar exchange rate from May to October 2001. We use the Double Autoregressive Conditional Poisson model (DACP), which is designed for time series of count data, which can be both underor overdispersed. We find that dealers’ quoting activity reacts differently to...
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ورودعنوان ژورنال:
- The Journal of urology
دوره 195 5 شماره
صفحات -
تاریخ انتشار 2016