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1. What triggers stock market jumps?. (2021). Davis, Steven ; bloom, nicholas ; Baker, Scott ; Sammon, Marco.
   In: CEP Discussion Papers.
   RePEc:cep:cepdps:dp1789.

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2. Price drift before U.S. macroeconomic news: private information about public announcements?. (2016). Strasser, Georg ; Kurov, Alexander ; Wolfe, Marketa ; Sancetta, Alessio.
   In: Working Paper Series.
   RePEc:ecb:ecbwps:20161901.

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3. Volume, Volatility and Public News Announcements. (2016). Bollerslev, Tim ; Xue, Yuan ; Li, Jia.
   In: CREATES Research Papers.
   RePEc:aah:create:2016-19.

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4. The world market risk premium and U.S. macroeconomic announcements. (2015). Du, Ding ; Hu, OU.
   In: Journal of International Money and Finance.
   RePEc:eee:jimfin:v:58:y:2015:i:c:p:75-97.

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5. Contemporaneous Spill‐Over Among Equity, Gold, and Exchange Rate Implied Volatility Indices. (2013). Tourani-Rad, Alireza ; Frijns, Bart ; Badshah, Ihsan ; Touranirad, Alireza.
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6. The time-varying response of foreign stock markets to U.S. monetary policy surprises: Evidence from the Federal funds futures market. (2013). Marfatia, Hardik ; Kishor, N.
   In: Journal of International Financial Markets, Institutions and Money.
   RePEc:eee:intfin:v:24:y:2013:i:c:p:1-24.

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7. Oil Prices, Exchange Rates and Asset Prices. (2013). Van Robays, Ine ; Fratzscher, Marcel ; Schneider, Daniel.
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8. Oil Prices, Exchange Rates and Asset Prices. (2013). Van Robays, Ine ; Fratzscher, Marcel ; Schneider, Daniel.
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9. The impact of foreign macroeconomic news on financial markets in the Czech Republic, Hungary, and Poland. (2012). Neuenkirch, Matthias ; Hayo, Bernd ; Buttner, David.
   In: Empirica.
   RePEc:kap:empiri:v:39:y:2012:i:1:p:19-44.

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10. U.S. Monetary Policy Surprises and International Securitized Real Estate Markets. (2011). Yang, Jian ; Xu, Pisun.
    In: The Journal of Real Estate Finance and Economics.
    RePEc:kap:jrefec:v:43:y:2011:i:4:p:459-490.

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11. The Real Exchange Rate, Real Interest Rates, and the Risk Premium. (2011). Engel, Charles.
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    RePEc:hkm:wpaper:272011.

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12. Information aggregation around macroeconomic announcements: Revisions matter. (2011). Gilbert, Thomas.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:101:y:2011:i:1:p:114-131.

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13. The reaction of stock returns to unexpected increases in the federal funds rate target. (2011). Tsai, Chun-Li.
    In: Journal of Economics and Business.
    RePEc:eee:jebusi:v:63:y::i:2:p:121-138.

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14. Does the Bund dominate price discovery in Euro bond futures? Examining information shares. (2011). Menkhoff, Lukas ; Fricke, Christoph.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:35:y:2011:i:5:p:1057-1072.

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15. Simultaneous monetary policy announcements and international stock markets response: An intraday analysis. (2011). Hussain, Syed Mujahid.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:35:y:2011:i:3:p:752-764.

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16. Extreme returns: The case of currencies. (2011). Savaser, Tanseli ; Osler, Carol.
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    RePEc:eee:jbfina:v:35:y:2011:i:11:p:2868-2880.

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17. The effect of macroeconomic news on stock returns: New evidence from newspaper coverage. (2011). Lott, John R. ; Birz, Gene.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:35:y:2011:i:11:p:2791-2800.

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18. The impact of macroeconomic news on quote adjustments, noise, and informational volatility. (2011). Veredas, David ; Hautsch, Nikolaus ; Hess, Dieter.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:35:y:2011:i:10:p:2733-2746.

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19. Macroeconomic fundamentals, price discovery, and volatility dynamics in emerging bond markets. (2011). Tamirisa, Natalia ; Nowak, Sylwia ; Jobst, Andreas ; Andritzky, Jochen.
    In: Journal of Banking & Finance.
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20. Intraday jumps and US macroeconomic news announcements. (2011). Evans, Kevin P..
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21. Size, book-to-market ratio and macroeconomic news. (2011). Cenesizoglu, Tolga.
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22. A reduced form framework for modeling volatility of speculative prices based on realized variation measures. (2011). Bollerslev, Tim ; Andersen, Torben ; Huang, Xin.
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23. The Impact of Macroeconomic News on Quote Adjustments, Noise, and Informational Volatility. (2010). Veredas, David ; Hautsch, Nikolaus ; Hess, Dieter.
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24. News announcements and price discovery in foreign exchange spot and futures markets. (2010). Gau, Yin-Feng ; Chen, Yu-Lun.
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    RePEc:eee:jbfina:v:34:y:2010:i:7:p:1628-1636.

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25. The electronic trading systems and bid-ask spreads in the foreign exchange market. (2010). Ding, Liang ; Hiltrop, Jonas .
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    RePEc:eee:intfin:v:20:y:2010:i:4:p:323-345.

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26. Dynamic news effects in high frequency Euro exchange rates. (2010). Speight, Alan E. H., ; Evans, Kevin P..
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27. Trading activity, realized volatility and jumps. (2010). PETITJEAN, Mikael ; Laurent, Sébastien ; Giot, Pierre.
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28. Asset Prices, News Shocks and the Current Account. (2010). Straub, Roland ; Fratzscher, Marcel.
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29. The Relevance of Accuracy for the Impact of Macroeconomic News on Volatility. (2009). Laakkonen, Helinä ; Lanne, Markku.
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30. The Determinants of Stock and Bond Return Comovements. (2009). Inghelbrecht, Koen ; Bekaert, Geert ; Baele, Lieven.
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32. Global private information in international equity markets. (2009). Schneider, Martin ; Bauer, Gregory ; Albuquerque, Rui.
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34. The stock-bond correlation and macroeconomic conditions: One and a half centuries of evidence. (2009). Yang, Jian ; Wang, Zijun ; Zhou, Yinggang.
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35. Real-time effects of central bank intervention in the euro market. (2009). Fatum, Rasmus ; Pedersen, Jesper.
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36. Empirical evidence on jumps in the term structure of the US Treasury Market. (2009). Smith, L. Vanessa ; McKenzie, Michael ; Dungey, Mardi.
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37. Emerging market sovereign spreads, global financial conditions and U.S. macroeconomic news. (2009). Ozatay, Fatih ; Şahinbeyoğlu, Gülbin ; Sahinbeyoglu, Gulbin ; zmen, Erdal .
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38. Asset prices and current account fluctuations in G7 economies. (2009). Straub, Roland ; Fratzscher, Marcel.
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39. Did Unexpectedly Strong Economic Growth Cause the Oil Price Shock of 2003-2008?. (2009). Kilian, Lutz ; Hicks, Bruce.
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40. Macroeconomic Volatility and Stock Market Volatility, World-Wide. (2008). Yilmaz, Kamil ; Diebold, Francis.
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41. Stochastic Volatility: Origins and Overview. (2008). Shephard, Neil ; Andersen, Torben.
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42. Macroeconomic Volatility and Stock Market Volatility, Worldwide. (2008). Yilmaz, Kamil ; Diebold, Francis.
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43. Efficient Prediction of Excess Returns. (2008). Wright, Jonathan ; Faust, Jon.
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44. New Shocks, Exchange Rates and Equity Prices. (2008). Rebucci, Alessandro ; Pisani, Massimiliano ; Matsumoto, Akito ; Cova, Pietro.
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45. Information shares in the US Treasury market. (2008). Neely, Christopher ; Mizrach, Bruce.
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46. Macroeconomic cycles and the stock markets reaction to monetary policy. (2008). Kurov, Alexander ; Basistha, Arabinda.
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47. Do Energy Prices Respond to U.S. Macroeconomic News? A Test of the Hypothesis of Predetermined Energy Prices. (2008). Vega, Clara ; Kilian, Lutz.
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48. The microstructure of the U.S. treasury market. (2007). Neely, Christopher ; Mizrach, Bruce.
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49. Risk, Jumps, and Diversification. (2007). Tauchen, George ; Law, Tzuo Hann ; Bollerslev, Tim.
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50. A Reduced Form Framework for Modeling Volatility of Speculative Prices based on Realized Variation Measures. (2007). Bollerslev, Tim ; Andersen, Torben ; Huang, Xin.
    In: CREATES Research Papers.
    RePEc:aah:create:2007-14.

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