Trading around macroeconomic announcements: Are all traders created equal?

Journal of Financial Intermediation

Volumn 15, Issue 4, 2006, Pages 470-493

  Erenburg, Grigori ^a   Kurov, Alexander ^b   Lasser, Dennis J ^c  

^a CHAPMAN UNIVERSITY   (United States)

^b WEST VIRGINIA UNIVERSITY   (United States)

^c BINGHAMTON UNIVERSITY   (United States)

Author keywords

Exchange locals; Futures; Macroeconomic announcements; Trading

Indexed keywords

EID: 33748803684     PISSN: 10429573     EISSN: 10960473     Source Type: Journal    
DOI: 10.1016/j.jfi.2005.07.003     Document Type: Article

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