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  1. Dugast, Jérôme [Author]

    Unscheduled news and market dynamics

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    Luxembourg: University of Luxembourg, Faculty of Law, Economics and Finance, Luxembourg School of Finance, [2017]

    Published in: Luxembourg School of Finance: LSF research working paper series ; 2017,09

  2. Kurov, Alexander [Author] ; Sancetta, Alessio [Other]; Strasser, Georg [Other]; Halova Wolfe, Marketa [Other]

    Price Drift Before U.S. Macroeconomic News : Private Information About Public Announcements?

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    [S.l.]: SSRN, [2016]

    Published in: ECB Working Paper ; No. 1901

  3. Corgnet, Brice [Author]; DeSantis, Mark [Author]; Siemroth, Christoph [Author]

    Algorithmic trading, price efficiency and welfare: an experimental approach

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    [Colchester]: [University of Essex, Department of Economics], [2023]

    Published in: Economics discussion papers / University of Essex, Department of Economics

  4. Goshima, Keiichi [Author]; Kumano, Yusuke [Author]

    Monetary policy announcement and algorithmic news trading in the foreign exchange market

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    Tokyo, Japan: Institute for Monetary and Economic Studies, Bank of Japan, August 2018

    Published in: Nihon Ginkō: IMES discussion paper series / Englische Ausgabe ; 2018,13

  5. Bhattacharjee, Nayanjyoti [Author]; De, Anupam [Author]

    Firm size effect and the price and volume reaction to corporate news : evidence from India

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    2024

    Published in: Afro-Asian Journal of Finance and Accounting ; 14(2024), 3, Seite 393-411

  6. Di Maggio, Marco [Author]; Franzoni, Francesco [Author]; Kogan, Shimon [Author]; Xing, Ran [Author]

    Avoiding idiosyncratic volatility : flow sensitivity to individual stock returns

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    Geneva: Swiss Finance Institute, [2023]

    Published in: Swiss Finance Institute: Research paper series ; 2023,108

  7. Huang, Alan Guoming [Author]; Wermers, Russ [Author]; Xue, Jinming [Author]

    "Buy the rumor, sell the news" : liquidity provision by bond funds following corporate news events

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    Cologne: Centre for Financial Research, November 2023

    Published in: Centre for Financial Research: Working paper ; 2023,7

  8. Bhattacharjee, Nayanjyoti [Author]; De, Anupam [Author]

    The market reaction to corporate news in emerging markets : evidence from India

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    2022

    Published in: Australasian accounting business and finance journal ; 16(2022), 4, Seite 115-130

  9. Dierckx, Thomas [Author]; Davis, Jesse [Author]; Schoutens, Wim [Author]

    Trading the FX volatility risk premium with machine learning and alternative data

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    2022

    Published in: The Journal of finance and data science ; 8(2022) vom: Nov., Seite 162-179