Price Drift before U.S. Macroeconomic News: Private Information about Public Announcements?

Alexander Kurov, Alessio Sancetta, Georg Strasser, Marketa Wolfe

Research output: Contribution to journalArticlepeer-review

120 Downloads (Pure)
Original languageEnglish
Pages (from-to)449-479
Number of pages31
JournalJournal of Financial and Quantitative Analysis
Issue number1
Early online date19 Dec 2018
Publication statusPublished - Feb 2019

Cite this