Buscar
Mostrando ítems 1-10 de 333
Analysis of the performance of volatility-based trading strategies on scheduled news announcement days: An international equity market perspective
This study explores the performance of volatility-based trading strategies on scheduled news announcement days. The design of the investment strategies is based on the fall of the VIX, VSTOXX, VDAX-NEW and VFTSE volatility ...
Dissimilar Effects of World News Announcements on Euro/Dollar/Yen Exchange Rates: An Econophysics Approach
(Kavala Institute of Technology, 2015-01)
This paper revisits the issue of the influence of macro-economic announcements over the exchange rates volatility, but from a different perspective as it is the usual in the econometric literature. By quantifying the impact ...
The role of financial media in share repurchases
(2016)
Purpose - This paper examines the impact that financial media coverage has on share repurchase outcomes in the U.S.Design/methodology/approach - I perform regression analysis to examine how the volume of firm-specific news ...
The Role of Media in Share Repurchases
(School of Business and Economics, Universidad del Desarrollo, 2015-08)
I examine the impact that media coverage has on open market share repurchase outcomes. I find that media coverage around repurchase announcements are negatively related to firms’ actual repurchases following the announcements. ...
The Role of Media in Share Repurchases
(School of Business and Economics, Universidad del Desarrollo, 2015-08)
I examine the impact that media coverage has on open market share repurchase outcomes. I find that media coverage around repurchase announcements are negatively related to firms’ actual repurchases following the announcements. ...
OPEC news and predictability of energy futures returns and volatility: evidence from a conditional quantile regression
(Universidad ESAN. ESAN EdicionesPE, 2020-12-01)
Purpose: This paper aims to provide an important perspective to the predictive capacity of Organization of the Petroleum Exporting Countries (OPEC) meeting dates and production announcements for energy futures (crude oil ...
Macroeconomic announcements, price discovery, and order flow efects in the stock market: evidence from incomplete data and multiple financial markets
(Escola de Pós-Graduação em Economia da FGV, 2006-03-06)
This paper investigates heterogeneity in the market assessment of public macro- economic announcements by exploring (jointly) two main mechanisms through which macroeconomic news might enter stock prices: instantaneous ...
News & Announcements
(Universidad Alberto Hurtado. Facultad de Economía y Negocios, 2014)
Information in CDS spreads
(Elsevier Science Bv, 2017-02)
We investigate how public and private information affects corporate CDS spreads prior to rating announcements. First, CDS spreads of firms with high news intensity change significantly earlier and more strongly prior to ...
Appraising through someone else's words: The evaluative power of quotations in news reports
(SAGE PUBLICATIONS LTD, 2011)
This article explores the inclusion of external voices in news reports, especially looking at the way these are exploited for appraising purposes. It is argued that attributions are not evaluation outlets for sources only, ...