Price Drift before U.S. Macroeconomic News : Private Information about Public Announcements? / Kurov, Alexander ; Sancetta, Alessio; Strasser, Georg ; Wolfe, Marketa.
In: Journal of Financial and Quantitative Analysis, Vol. 54, No. 1, 02.2019, p. 449-479.Research output: Contribution to journal › Article › peer-review
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Accepted author manuscript, 1.13 MB, PDF document
| 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 | |
| Publication status | Published - Feb 2019 |
This open access research output is licenced under a Creative Commons Attribution-NonCommercial-NoDerivs 3.0 Unported License.
ID: 30127902