ALBUQUERQUE, R., VEGA, C. 2006. Asymmetric Information in the Stock Market: Economic News and Co-movement. CEPR Discussion Paper 5598.
ANDERSEN, T. G., BOLLERSLEV, T., DIEBOLD, F. X., VEGA, C. 2007. Real-time price discovery in global stock, bond and foreign exchange markets. Journal of International Economic. 2007, No. 73, pp. 251-277.
BERNDT, E. K., HALL, B. H., HALL, R. E., HAUSMAN, J. A. 1974. Estimation of inference in nonlinear structural models. Annals of Economic and Social Measurement, 1974, No. 4, pp. 653-665.
BOLLERSLEV, A. T., CAI, J. 2000. Intraday and Interday Volatility in the Japanese Stock Market. Journal of International Financial Markets, Institutions, and Money. 2000, No. 10, pp. 107–130.
BOLLERSLEV, T. 1986. Generalized autoregressive conditional heteroscedasticity. Journal of Econometrics. 1986, No. 31, pp. 307-327.
- BOMFIM, A. N. 2001. Pre-announcement effects, News Effects, and Volatility: Monetary Policy and the Stock Market. Journal of Banking and Finance. 2001, No. 27, pp. 133-151.
Paper not yet in RePEc: Add citation now
BREDIN, D., HYDE, pp., O’REILLY, G. 2005, European Monetary Policy Surprises: The Aggregate and Sectoral Stock Market. Economic Analysis and Research Department Working Paper 10/RT/2005. Central Bank and Financial Services Authority of Ireland.
CHANG, E. C., PINEGAR J. M., AND RAVICHANDRAN R. 1993. International Evidence on the Robustness of the Day-of-the-Week Effect. Journal of Financial and Quantitative Analysis. 1993, Vol. 12, No. 1, pp. 497-513.
CHUN, R. M. 2000. Compensation vouchers and equity markets: Evidence from Hungary. Journal of Banking & Finance. 2000, Vol. 24, No. 7, pp. 1155-1178.
EHRMANN, M., FRATZSCHER M. 2006. Global Financial Transmission of Monetary Policy Shocks. European Central Bank Working Paper No. 616.
EHRMANN, M., FRATZSCHER, M. 2004. Taking Stock: Monetary Policy Transmission to Equity Markets. Journal of Money, Credit and Banking. 2004, Vol. 36, No. 4, pp. 719-37.
ERENBURG, G., KUROV A., LASSER D. J. 2005. Trading Around Macroeconomic Announcements: Are All Traders Created Equal?. Journal of Financial Intermediation. 2005, No. 15, pp. 470-493.
FAN, Y-J., LAI, H-N. 2006. The Intraday Effect and the Extension of Trading Hours for Taiwanese Securities. International Review of Financial Analysis. 2006, No. 15, pp. 328-347.
FIDRMUC, J., KORHONEN, I. 2003. Similarity of Supply and Demand Shocks between the Euro Area and the CEECs. Economic Systems. 2003, Vol. 27, No. 3, pp. 313-334.
FIDRMUC, J., KORHONEN, I. 2006. Meta-Analysis of the Business Cycle Correlation between the Euro Area and the CEECs. Journal of Comparative Economics. 2006, Vol. 34, No. 3, pp. 518-537.
FINK, G., HAISS, P. R., ORLOWSKI L., SALVATORE D. 1998. Central European Banks and Stock Exchanges: Capacity-building and Institutional Development. European Management Journal. 1998, Vol. 16, No. 4, pp. 431-446.
FLANNERY, M. J., PROTOPAPADAKIS A. A. 2002. Macroeconomic Factors Do Influence Aggregate Stock Returns. Review of Financial Studies. 2002, No. 15, 751-782.
HANOUSEK, J., KOÄŒENDA, E, KUTAN, A. M. 2009. The Reaction of Asset Prices to Macroeconomic Announcements in New EU Markets: Evidence from Intraday Data. Journal of Financial Stability. 2009, Vol. 5, No. 2, pp. 199-219.
HE, L. T. 2006. Variations in Effects of Monetary Policy on Stock Market Returns in the past Four Decades. Review of Financial Economics. 2006, No. 15, pp. 331-349.
HERMES, N., LENSINK, R. 2000. Financial System Development in Transition Economies. Journal of Banking & Finance. 2000, Vol. 24, No. 4, pp. 507-524.
JENSEN, G. R., JOHNSON, R. R. 1995. Discount Rate Changes and Security Returns in the US, 1962–1991. Journal of Banking and Finance. 1995, No. 19, pp. 79-95.
JENSEN, G. R., MERCER, J. M., JOHNSON, R. R. 1996. Business Conditions, Monetary Policy, and Expected Security Returns. Journal of Financial Economics. 1996, No. 40, pp. 213-237.
JONES, B., LIN, C.-T., MASIH, A. M. M. 2005. Macroeconomic Announcements, Volatility, and Interrelationships: An Examination of the UK Interest Rate and Equity Markets. International Review of Financial Analysis. 2005, No. 14, pp. 356-375.
KIM, pp.-J., MCKENZIE, M. D., FAFF, R. W. 2004. Macroeconomic news announcements and the role of expectations: evidence for US bond, stock and foreign exchange markets. Journal of Multinational Financial Management. 2004, Vol. 14, No. 3, pp. 217-232.
KIYMAZA, H., BERUMENT, H. 2003. The day of the week effect on stock market volatility and volume: International evidence. Review of Financial Economics. 2003, No. 12, pp. 363–380.
KORCZAK, P, BOHL, M. T. 2005. Empirical Evidence on Cross-listed Stocks of Central and Eastern European Companies. Emerging Markets Review. 2005, Vol. 6, No. 2, pp. 121-137.
MANN, T., ATRA, R. J., DOWEN, R. 2004. U.S. Monetary Policy Indicators and International Stock Returns. International Review of Financial Analysis. 2004, No. 13, pp. 543-558.
- MCMILLAN, D. G., SPEIGHT, A. E. H. 2002. Intra-day Periodicity and Long-Run Volatility. Econometrica. 2002, No. 59, pp. 347–370.
Paper not yet in RePEc: Add citation now
NELSON, D. B. 1991. Conditional heteroskedasticity in asset returns: A new approach. Macroeconomic News and Stock Valuation in Europe. Journal of Multinational Financial Management. 1991, No. 14, pp. 201-215.
NIKKINEN, J., OMRAN, M., SAHLSTRÖM, M., ÄIJÖ, A. 2006. Global stock market reactions to scheduled U.S. macroeconomic news announcements. Global Finance Journal. 2006, Vol. 17, No. 1, pp. 92-104.
- NIKKINEN, J., SAHLSTRÖM, P. 2004. Scheduled domestic and U.S. macroeconomic news and stock valuation in Europe. Journal of Multinational Financial Management. 2004, No. 14, pp. 201–215.
Paper not yet in RePEc: Add citation now
- RAMCHANDER, pp., SIMPSON, M. W., THIEWES H. 2006. The Effects of Macroeconomic News on German Closed-End Funds. Quarterly Review of Economics and Finance, v tisku.
Paper not yet in RePEc: Add citation now
RIGOBON, R., SACK, B. 2006. Noisy Macroeconomic Announcements, Monetary Policy, and Asset Prices. NBER Working Paper No. W12420.
SERWA, D., BOHL, M. T. 2005. Financial Contagion Vulnerability and Resistance: A Comparison of European Stock Markets. Economic Systems. 2005, No. 29, pp. 344-362.
- SIKLOS, P. L., ANUSIEWICZ, J. 1998. The Effect of Canadian and U.S. M1 Announcements on Canadian Financial Markets: The Crow Years. Journal of Economics and Business. 1998, No. 50, pp. 49-65.
Paper not yet in RePEc: Add citation now
THORBECKE, W. 1997. On Stock Market Returns and Monetary Policy. Journal of Finance. 1997, No. 52, pp. 635-654.
TONCHEV, D., KIM, T.-H. 2004. Calendar effects in Eastern European fi nancial markets: Evidence from the Czech Republic, Slovakia and Slovenia. Applied Financial Economics. 2004, No. 14, pp. 1035–1043.
TSE, Y., WU, C., YOUNG, A. 2003. Asymmetric Information Transmission between a Transition Economy and the U.S. Market: Evidence from the Warsaw Stock Exchange. Global Finance Journal. 2003, Vol. 14, No. 3, pp. 319-332.
WONGSWAN, J. 2006. Transmission of Information across International Equity Markets. Review of Financial Studies. 2006, Vol. 19, No. 4, pp. 1157-1189.