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1. Does U.S. Macroeconomic News Make the South African Stock Market Riskier?. (2016). GUPTA, RANGAN ; Cakan, Esin.
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2. Surprise, Surprise: What Drives the Rand / U.S. Dollar Exchange Rate Volatility?. (2016). Perrelli, Roberto ; Mavee, Nasha ; Schimmelpfennig, Axel.
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3. Price drift before U.S. macroeconomic news: private information about public announcements?. (2016). Strasser, Georg ; Kurov, Alexander ; Wolfe, Marketa ; Sancetta, Alessio.
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4. A global index of information transparency and accountability. (2015). Williams, Andrew.
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5. Measuring bond mutual fund performance with portfolio characteristics. (2015). Moneta, Fabio.
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6. EMU sovereign spreads and macroeconomic news. (2012). Pericoli, Filippo Maria ; Monteforte, Libero ; Iacovoni, Davide ; Arru, Daniela .
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7. Irrationality or efficiency of macroeconomic survey forecasts? Implications from the anchoring bias test. (2011). Orbe, Sebastian ; Hess, Dieter.
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8. The Impact of Macroeconomic News on Bond Yields: (In)Stabilities over Time and Relative Importance. (2011). Liebermann, Joëlle.
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9. Size, Book-to-Market Ratio and Macroeconomic News. (2010). Cenesizoglu, Tolga.
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10. The Reaction of Stock Returns to News about Fundamentals. (2010). Cenesizoglu, Tolga.
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11. Predictions of short-term rates and the expectations hypothesis. (2010). Thornton, Daniel ; Guidolin, Massimo.
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12. Price and trading response to public information. (2010). Malinowska, Magdalena.
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13. Spillover impacts of the US macroeconomic news: Australian sectoral perspective. (2010). Nguyen, Tho ; Tho D. Q. Nguyen, .
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14. Euro-Area Yield Curve Reaction to Monetary News. (2010). Gouteron, Sylvain ; Jerôme Coffinet, .
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15. The Price Impact of Economic News, Private Information and Trading Intensity. (2010). Paiardini, Paola.
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16. Macroeconomic announcements, communication and order flow on the Hungarian foreign exchange market. (2009). Pinter, Klara ; Frömmel, Michael ; Norbert Kiss M., ; Frommel, Michael.
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17. Intraday volatility responses to monetary policy events. (2009). Lunde, Asger ; Zebedee, Allan .
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18. The Effects of Economic News on Commodity Prices: Is Gold Just Another Commodity?. (2009). Roache, Shaun K ; Rossi, Marco.
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19. Fundamentals, Macroeconomic Announcements and Asset Prices. (2009). Belgacem, Aymen.
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20. Which News Moves the Euro Area Bond Market?. (2009). Sebestyen, Szabolcs ; Andersson, Magnus ; Overby, Lars Jul.
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21. Macroeconomic News, Announcements, and Stock Market Jump Intensity Dynamics. (2009). Rangel, Jose.
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22. The Effects of Interest Rate Movements on Assets’ Conditional Second Moments. (2009). Palandri, Alessandro.
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23. Price adjustment to news with uncertain precision. (2008). Hautsch, Nikolaus ; Hess, Dieter E. ; Muller, Christoph.
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24. Measuring and Analyzing the Liquidity of the Italian Treasury Security Wholesale Secondary Market. (2008). Ginebri, Sergio ; Turco, Manuel ; Coluzzi, Chiara .
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25. The Greenspan years: an analysis of the magnitude and speed of the equity market response to FOMC announcements. (2008). Lunde, Asger ; Hansen, Peter ; Bentzen, Eric ; Zebedee, Allan .
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26. Macroeconomic News, Business Cycles and Australian Financial Markets. (2008). .
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27. Price Adjustment to News with Uncertain Precision. (2008). Hautsch, Nikolaus ; Hess, Dieter ; Muller, Christoph.
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28. Measuring causality between volatility and returns with high-frequency data. (2008). Taamouti, Abderrahim ; Garcia, René ; Dufour, Jean-Marie.
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29. Macroeconomic Surprises and the Inflation Compensation Curve in the Euro Area.. (2008). Frappa, Sébastien ; Coffinet, Jerome.
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30. Do Bonds Span Volatility Risk in the U.S. Treasury Market? A Specification test for Affine Term Structure Models. (2007). Benzoni, Luca ; Andersen, Torben.
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31. The Asymmetric Response of Equity REIT Returns to Inflation. (2007). Ramchander, Sanjay ; Simpson, Marc ; Webb, James.
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32. Media Coverage and Macroeconomic Information Processing. (2007). Niessen, Alexandra.
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33. Information shares in the U.S. treasury market. (2007). Neely, Christopher ; Mizrach, Bruce.
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34. Noisy Macroeconomic Announcements, Monetary Policy, and Asset Prices. (2006). Rigobon, Roberto ; Sack, Brian.
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35. Which news moves the euro area bond market?. (2006). Sebestyén, Szabolcs ; Sebestyen, Szabolcs ; Andersson, Magnus ; Hansen, Lars Jul .
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36. Efficiency in Information Processing: A Study of Non-Nearby Currency Futures and Relationships with Nearby Counterparts. (2006). Han, Li-Ming ; Chen, Kim Heng .
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37. The Price of Future Liquidity: Time-Varying Liquidity in the U.S. Treasury Market. (2005). Nath, Purnendu ; Goldreich, David ; Hanke, Bernd.
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38. How is Macro News Transmitted to Exchange Rates? (December 2003). (2005). Lyons, Richard ; Evans, Martin ; Martin D. D. Evans, .
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39. Where Are We Now? Real-time Estimates of the Macro Economy. (2005). Evans, Martin ; Martin D. D. Evans, .
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40. The implied jump risk of LIBOR rates. (2005). Warachka, Mitch ; Guan, Lim Kian ; Ting, Christopher.
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41. Stocks, bonds, money markets and exchange rates: measuring international financial transmission. (2005). Rigobon, Roberto ; Fratzscher, Marcel ; Ehrmann, Michael.
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42. The Spline GARCH Model for Unconditional Volatility and its Global Macroeconomic Causes. (2005). Rangel, Jose ; Gonzalo, Jesus ; Engle, Robert.
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43. The European Bond Markets under EMU. (2004). von Thadden, Ernst-Ludwig ; Pagano, Marco.
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44. Economic News and the Impact of Trading on Bond Prices. (2004). Green, Clifton T..
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45. Determinants of the relative price impact of unanticipated information in US macroeconomic releases. (2003). Hess, Dieter.
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46. A Note on the Observed Downward Bias in Real-Time Estimates of Payroll Jobs Growth in Early Expansions. (2003). Kitchen, John.
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47. Is Transparency Good for You, and Can the IMF Help?. (2003). Shin, Yongseok ; Glennerster, Rachel.
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48. An empirical analysis of stock and bond market liquidity. (2003). Subrahmanyam, Avanidhar ; Sarkar, Asani ; Chordia, Tarun.
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49. Micro Effects of Macro Announcements: Real-Time Price Discovery in Foreign Exchange. (2002). Vega, Clara ; Diebold, Francis ; Bollerslev, Tim ; Andersen, Torben.
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50. Time-Varying Liquidity in Foreign Exchange. (2001). Evans, Martin ; Lyons, David .
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