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

Research output: Contribution to journal › Article › peer-review

273 Downloads (Pure)

Original language	English
Pages (from-to)	449-479
Number of pages	31
Journal	Journal of Financial and Quantitative Analysis
Volume	54
Issue number	1
Early online date	19 Dec 2018
DOIs	https://doi.org/10.1017/S0022109018000625
Publication status	Published - Feb 2019

Access to Document

@article{a8bb7ac48e80485592648986b367a649,

title = "Price Drift before U.S. Macroeconomic News: Private Information about Public Announcements?",

author = "Alexander Kurov and Alessio Sancetta and Georg Strasser and Marketa Wolfe",

year = "2019",

month = feb,

doi = "10.1017/S0022109018000625",

language = "English",

volume = "54",

pages = "449--479",

journal = "Journal of Financial and Quantitative Analysis",

issn = "1756-6916",

publisher = "Cambridge University Press",

number = "1",

}

TY - JOUR

T1 - Price Drift before U.S. Macroeconomic News

T2 - Private Information about Public Announcements?

AU - Kurov, Alexander

AU - Sancetta, Alessio

AU - Strasser, Georg

AU - Wolfe, Marketa

PY - 2019/2

Y1 - 2019/2

U2 - 10.1017/S0022109018000625

DO - 10.1017/S0022109018000625

M3 - Article

SN - 1756-6916

VL - 54

SP - 449

EP - 479

JO - Journal of Financial and Quantitative Analysis

JF - Journal of Financial and Quantitative Analysis

IS - 1

ER -