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1. IMPACT OF SELECTED MACROECONOMIC INDICATORS ON THE WARSAW STOCK EXCHANGE INDEX – THE FOOD INDUSTRY. (2025). Stanuch, Marcin ; Firlej, Krzysztof.
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   RePEc:ags:paaero:359287.

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2. Asset price shocks and inflation in the Finnish economy. (2024). Koivisto, Tero.
   In: BoF Economics Review.
   RePEc:zbw:bofecr:300078.

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3. Do financial markets respond to macroeconomic surprises? Evidence from the UK. (2022). Heinlein, Reinhold ; Lepori, Gabriele M.
   In: Empirical Economics.
   RePEc:spr:empeco:v:62:y:2022:i:5:d:10.1007_s00181-021-02108-1.

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4. Information flow and price discovery dynamics. (2021). Xu, Kuan ; Meng, Qingbin ; Wu, Lei.
   In: Review of Quantitative Finance and Accounting.
   RePEc:kap:rqfnac:v:56:y:2021:i:1:d:10.1007_s11156-020-00896-8.

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5. Around-the-Clock USD/MXN Volatility: Macroeconomic Announcement Spillovers and FX Market Intervention Mechanisms. (2021). Pedroza, Wilfrido Jurado.
   In: Working Papers.
   RePEc:bdm:wpaper:2021-05.

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6. The stock market’s reaction to macroeconomic news under ambiguity. (2020). Viale, Ariel ; Garcia-Feijoo, Luis ; Giannetti, Antoine.
   In: Financial Markets and Portfolio Management.
   RePEc:kap:fmktpm:v:34:y:2020:i:1:d:10.1007_s11408-019-00342-3.

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7. The more the Merrier? The reaction of euro area stock markets to new members. (2020). Hartwell, Christopher ; Grigaliuniene, Zana ; Celov, Dmitrij.
   In: Journal of International Financial Markets, Institutions and Money.
   RePEc:eee:intfin:v:66:y:2020:i:c:s1042443120300792.

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8. The puzzling relationship between stocks return and inflation: a review article. (2019). Madadpour, Somayeh ; Asgari, Mohsen.
   In: International Review of Economics.
   RePEc:spr:inrvec:v:66:y:2019:i:2:d:10.1007_s12232-019-00317-w.

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9. Augmenting the intertemporal CAPM with inflation: Further evidence from alternative models. (2017). Cheung, Adrian (Wai-Kong).
   In: Australian Journal of Management.
   RePEc:sae:ausman:v:42:y:2017:i:4:p:653-672.

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10. Impact of News on Indian Stock Market: A Periodic Study with Asymmetric Conditional Volatility Models. (2016). .
    In: Management and Labour Studies.
    RePEc:sae:manlab:v:41:y:2016:i:3:p:169-180.

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11. Price formation, market quality and the effects of reduced latency in the very short run. (2016). Baumann, Ralf H ; Bank, Matthias.
    In: Research in International Business and Finance.
    RePEc:eee:riibaf:v:37:y:2016:i:c:p:629-645.

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12. Information spillover dynamics of the energy futures market sector: A novel common factor approach. (2016). Premachandra, I M ; Kuruppuarachchi, Duminda.
    In: Energy Economics.
    RePEc:eee:eneeco:v:57:y:2016:i:c:p:277-294.

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13. The Effect of Macro News on Volatility and Jumps. (2015). VORTELINOS, DIMITRIOS.
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    RePEc:cuf:journl:y:2015:v:16:i:2:vortelinos.

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14. Inflation And The Subsequent Timing Of The Chinese Stock Market. (2014). Ryan, James ; Hong, Hui ; O'Brien, Fergal.
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    RePEc:usm:journl:aamjaf01002_13-35.

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15. How does public information affect the frequency of trading in airline stocks?. (2014). Nowak, Sylwia ; Anderson, Heather.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:44:y:2014:i:c:p:26-38.

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16. Speed, algorithmic trading, and market quality around macroeconomic news announcements. (2014). van Dijk, Dick ; Frijns, Bart ; Scholtus, Martin .
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:38:y:2014:i:c:p:89-105.

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17. Impact of Inflation on Dividend Policy: Synchronization of Capital Gain and Interest Rate. (2013). Khan, Muhammad ; Syed, Syed Muhammad Kashif, ; Meher, Muhammad Ayub Khan Mehar, ; Khan, Muhammad Irfan Khan, .
    In: MPRA Paper.
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18. Jumps in Oil Prices: The Role of Economic News. (2013). Miao, Hong ; Elder, John ; Ramchander, Sanjay ; John Elder, Hong Miao,, .
    In: The Energy Journal.
    RePEc:aen:journl:ej34-3-09.

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19. Speed, Algorithmic Trading, and Market Quality around Macroeconomic News Announcements. (2012). van Dijk, Dick ; Frijns, Bart ; Scholtus, Martin L..
    In: Tinbergen Institute Discussion Papers.
    RePEc:tin:wpaper:20120121.

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20. The impact of economic news on expected changes in monetary policy. (2012). Pearce, Douglas ; Lapp, John S..
    In: Journal of Macroeconomics.
    RePEc:eee:jmacro:v:34:y:2012:i:2:p:362-379.

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21. Impact of macroeconomic news on metal futures. (2012). Miao, Hong ; Elder, John ; Ramchander, Sanjay.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:36:y:2012:i:1:p:51-65.

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22. Testing for asymmetries in price reactions to quarterly earnings announcements on Tallinn, Riga and Vilnius Stock Exchanges during 2000-2009. (2012). Grigaliuniene, Zana ; Laidroo, Laivi.
    In: Baltic Journal of Economics.
    RePEc:bic:journl:v:12:y:2012:i:1:p:61-86.

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23. Modelling Stock Exchange Index Returns in Different GDP Growth Regimes. (2011). Festi, Mejra ; Kavkler, Alenka.
    In: Prague Economic Papers.
    RePEc:prg:jnlpep:v:2011:y:2011:i:1:id:384:p:3-22.

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24. The impact of US news on the German stock market—An event study analysis. (2011). Dimpfl, Thomas.
    In: The Quarterly Review of Economics and Finance.
    RePEc:eee:quaeco:v:51:y:2011:i:4:p:389-398.

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25. 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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26. Macroeconomic news, announcements, and stock market jump intensity dynamics. (2011). Rangel, Jose.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:35:y:2011:i:5:p:1263-1276.

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27. The Determinants of Future U.S. Monetary Policy: High‐Frequency Evidence. (2010). Taylor, Nick.
    In: Journal of Money, Credit and Banking.
    RePEc:wly:jmoncb:v:42:y:2010:i:2-3:p:399-420.

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28. Economic Forces, Sentiment and Emerging Eastern European Stock Markets. (2010). Celov, Dmitrij ; Grigaliuniene, Ana .
    In: Research in Economics and Business: Central and Eastern Europe.
    RePEc:ttu:rebcee:28.

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29. Relationship between consumer price index (CPI) and KSE-100 index trading volume in pakistan and finding the endogeneity in the involved data. (2010). Subhani, Muhammad ; Osman, Amber ; Gul, Ameet .
    In: MPRA Paper.
    RePEc:pra:mprapa:26375.

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30. An analysis of inflation and stock returns for the UK. (2010). Narayan, Paresh ; Zheng, Xinwei ; Li, Lifang.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:20:y:2010:i:5:p:519-532.

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31. Explanatory factors of the inflation news impact on stock returns by sector: The Spanish case. (2009). Jareño, Francisco ; Jareo, Francisco ; Diaz, Antonio.
    In: Research in International Business and Finance.
    RePEc:eee:riibaf:v:23:y:2009:i:3:p:349-368.

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32. Spanish stock market sensitivity to real interest and inflation rates: an extension of the Stone two-factor model with factors of the Fama and French three-factor model. (2008). Jareño, Francisco ; Jareno, Francisco .
    In: Applied Economics.
    RePEc:taf:applec:v:40:y:2008:i:24:p:3159-3171.

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33. Asymmetric News Effects on Volatility: Good vs. Bad News in Good vs. Bad Times. (2008). Laakkonen, Helinä ; Lanne, Markku.
    In: MPRA Paper.
    RePEc:pra:mprapa:8296.

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34. How do commodity futures respond to macroeconomic news?. (2008). Huang, HE ; Hess, Dieter ; Niessen, Alexandra.
    In: Financial Markets and Portfolio Management.
    RePEc:kap:fmktpm:v:22:y:2008:i:2:p:127-146.

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35. Macroeconomic news and exchange rates. (2007). Pearce, Douglas ; Solakoglu, Nihat M..
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:17:y:2007:i:4:p:307-325.

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36. Stock Return Autocorrelation is Not Spurious. (2007). Hahn, Sang Buhm ; Anderson, Robert M ; Eom, Kyong Shik ; Park, Jong-Ho.
    In: Department of Economics, Working Paper Series.
    RePEc:cdl:econwp:qt2k7414sv.

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37. Trading around macroeconomic announcements: Are all traders created equal?. (2006). Kurov, Alexander ; Erenburg, Grigori ; Lasser, Dennis J..
    In: Journal of Financial Intermediation.
    RePEc:eee:jfinin:v:15:y:2006:i:4:p:470-493.

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38. .

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