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What moves the gold market?

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References

1983THE ESTIMATION AND APPLICATION OF LONG MEMORY TIME SERIES MODELS2,936 cited
1996Fractionally integrated generalized autoregressive conditional heteroskedasticity2,290 cited
1997Intraday periodicity and volatility persistence in financial markets1,301 cited
1988What Moves Stock Prices?1,255 cited
1990Persistence in Variance, Structural Change, and the GARCH Model1,188 cited
1998Deutsche Mark–Dollar Volatility: Intraday Activity Patterns, Macroeconomic Announcements, and Longer Run Dependencies1,186 cited
1993How Markets Process Information: News Releases and Volatility970 cited
1999Price Formation and Liquidity in the U.S. Treasury Market: The Response to Public Information799 cited
1991Bivariate garch estimation of the optimal commodity futures Hedge729 cited
1993A geographical model for the daily and weekly seasonal volatility in the foreign exchange market609 cited
1994The Impact of Public Information on the Stock Market549 cited
1990Statistical study of foreign exchange rates, empirical evidence of a price change scaling law, and intraday analysis482 cited
1991Intraday Volatility in the Stock Index and Stock Index Futures Markets440 cited
1988Estimation of the Optimal Futures Hedge395 cited

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1994

Public Information Arrival

337 cited

2000Intraday periodicity, long memory volatility, and macroeconomic announcement effects in the US Treasury bond market247 cited

Cited by

2012Volatility transmission between gold and oil futures under structural breaks281 cited
2010Gold and oil futures markets: Are markets efficient?238 cited
2016Is gold a hedge against inflation? New evidence from a nonlinear ARDL approach217 cited
2015Relationship between gold and stock markets during the global financial crisis: Evidence from nonlinear causality tests198 cited
2020The impact of macroeconomic news on Bitcoin returns180 cited
2011Impact of macroeconomic news on metal futures175 cited
2017The importance of global economic policy uncertainty in predicting gold futures market volatility: A GARCH‐MIDAS approach175 cited
2014News sentiment in the gold futures market164 cited
2006Psychological barriers in gold prices?159 cited
2014Does gold offer a better protection against losses in sovereign debt bonds than other metals?156 cited
2020The GOLD market as a safe haven against the stock market uncertainty: Evidence from geopolitical risk154 cited
2004Cross-market linkages between U.S. and Japanese precious metals futures trading122 cited
2015The Interactions among Gold, Oil, and Stock Market: Evidence from S&P500122 cited
2010The effects of economic news on commodity prices109 cited
2016Gold and inflation(s) – A time-varying relationship97 cited
2015Is gold good for portfolio diversification? A stochastic dominance analysis of the Paris stock exchange92 cited