The impact of US macroeconomic news on the Polish stock market

DOI10.1007/S10100-014-0343-XMaRDI QIDQ301335zbMATH OpenOpenAlexDBLPWikidataFDO

Authors Henryk Gurgul, Tomasz Wójtowicz

Publication date 30 June 2016

Published in CEJOR. Central European Journal of Operations Research (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://doi.org/10.1007/s10100-014-0343-x

zbMATH Keywords

event studyintraday datamacroeconomic announcements

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to biology and medical sciences; meta analysis (62P10) Economic time series analysis (91B84) Statistical methods; risk measures (91G70)

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(9)

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• The effect of macroeconomic information announcement on stock market return and volatility
• Challenges for ATM management in times of market variability caused by the COVID-19 pandemic crisi
• On the impact of macroeconomic news surprises on treasury-bond returns
• Economic news and international stock market co-movement
• How does macroeconomic news impact stock returns in China stock market

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