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...
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| Format: | Artigo |
| Idioma: | Inglês |
| Publicat: |
Wydawnictwo SGGW - Warsaw University of Life Sciences Press
2014-06-01
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| Col·lecció: | Quantitative Methods in Economics |
| Matèries: | |
| Accés en línia: | https://qme.sggw.edu.pl/article/view/3688 |
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