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.

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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
This open access research output is licenced under a Creative Commons Attribution-NonCommercial-NoDerivs 3.0 Unported License.

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