The Processing of Non-Anticipated Information in Financial Markets: Analyzing the Impact of Surprises in the Employment Report (Q4805364)

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scientific article; zbMATH DE number 1909808
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The Processing of Non-Anticipated Information in Financial Markets: Analyzing the Impact of Surprises in the Employment Report
scientific article; zbMATH DE number 1909808

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    The Processing of Non-Anticipated Information in Financial Markets: Analyzing the Impact of Surprises in the Employment Report (English)
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    14 May 2003
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    high-frequency data
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    information processing
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    macroeconomic announcements
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    Treasury bond futures
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    trading process
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    volatility
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