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

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Original languageEnglish
Pages (from-to)449-479
Number of pages31
JournalJournal of Financial and Quantitative Analysis
Volume54
Issue number1
Early online date19 Dec 2018
DOIs
Publication statusPublished - Feb 2019

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