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The application of discriminant analysis in forecasting of investors" reaction to macroeconomic news announcements

Macroeconomic news announcements, particularly concerning the U.S. economy, have a significant impact on stock markets. Recent studies show that stock prices react significantly as soon as macroeconomic news is announced. However, the strength of the reaction and its duration depends on the market a...

Ausführliche Beschreibung

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Bibliografische Detailangaben
1. Verfasser: Tomasz Wójtowicz
Format: Artigo
Sprache:Inglês
Veröffentlicht: Wydawnictwo SGGW - Warsaw University of Life Sciences Press 2014-06-01
Schriftenreihe:Quantitative Methods in Economics
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Online-Zugang:https://qme.sggw.edu.pl/article/view/3688
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