The impact of US macroeconomic news on the Polish stock market

DOI10.1007/S10100-014-0343-XzbMath1339.91136DBLPjournals/cejor/GurgulW14OpenAlexW1207515545WikidataQ59398002 ScholiaQ59398002MaRDI QIDQ301335

Henryk Gurgul, Tomasz Wójtowicz

Publication date: 30 June 2016

Published in: CEJOR. Central European Journal of Operations Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10100-014-0343-x

zbMATH Keywords

event studyintraday datamacroeconomic announcements

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Statistical methods; risk measures (91G70) Applications of statistics to biology and medical sciences; meta analysis (62P10) Economic time series analysis (91B84)

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