SZodixStudyAcademic Library

Shelves Open access

Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated

Intraday Price Discovery in Emerging European Stock Markets · Study

PreprintShelves

PreprintIntraday Price Discovery in Emerging European Stock Markets

Jan Hanousek2009

OA

Preprintgreen2009

Intraday Price Discovery in Emerging European Stock Markets

Jan Hanousek · Evžen Kočenda A

21 citations·0/0 files stored·SSRN Electronic Journal

No readable copy stored yet — this record is metadata only.

No open-access location is known for this record yet.

Literature note Cite in a project Citation map

Financial Markets and Investment Strategies Financial Risk and Volatility Modeling Market Dynamics and Volatility

Abstract

No abstract was published for this record.

Paper brief

Loading…

Cite this work

Citation unavailable for this work.

BibTeX RIS CSL-JSON

No public copy is stored for this record, so only the metadata is cited.

Citations in this library

Citation map →

Stored only when both papers are in the corpus — 21 citations exist upstream.

References

1986Generalized autoregressive conditional heteroskedasticity 1991Conditional Heteroskedasticity in Asset Returns: A New Approach 1986Stock return variances 1998Deutsche Mark–Dollar Volatility: Intraday Activity Patterns, Macroeconomic Announcements, and Longer Run Dependencies 2007Real-time price discovery in global stock, bond and foreign exchange markets 1997On Stock Market Returns and Monetary Policy 2002Macroeconomic Factors Do Influence Aggregate Stock Returns 2005The Stock Market's Reaction to Unemployment News: Why Bad News Is Usually Good for Stocks

Cited by

2011Extreme Risks in Financial Markets and Monetary Policies of the Euro-Candidates

Related works

Explore the map →

Papers that cite the same references — the relational fallback while embeddings are still backfilling.

2010Foreign News and Spillovers in Emerging European Stock Marketspreprint · 31 shared references 2008The reaction of asset prices to macroeconomic announcements in new EU markets: Evidence from intraday dataarticle · 19 shared references 2011Foreign News and Spillovers in Emerging European Stock Marketsarticle · 15 shared references 2017Impact of interest rate surprises on Islamic and conventional stocks and bondsarticle · 7 shared references 2015Risk aversion and monetary policy in a global contextarticle · 7 shared references 2025An enquiry into the monetary policy and stock market shocks in the USarticle · 7 shared references

Details

Year2009

Typepreprint

Published2009-01-01

VenueSSRN Electronic Journal

ISSN-L1556-5068

Languageen

Citations21

Files0 public / 0

ShelfFinancial Markets and Investment Strategies

Identifiers

doi10.2139/ssrn.1448618

openalex_workW1537930036

Links

Imported from OpenAlex (CC0) — nothing here is generated.