Reaction of Zagreb Stock Exchange CROBEX Index to macroeconomic announcements within a high frequency time interval

The purpose of this study is to analyse Zagreb Stock Exchange CROBEX Index reactions to selected macroeconomic announcements within ultra-short time intervals. We utilize 5-minute rates of returns from September 2017 to March 2018 and 25 macroeconomic announcements. After carefully arranging...

Ausführliche Beschreibung

Bibliografische Detailangaben

Hauptverfasser:	Tomasz Schabek, Bojana Olgić Draženović, Davor Mance
Format:	Artigo
Sprache:	Inglês
Veröffentlicht:	Faculty of Economics University of Rijeka 2019-12-01
Schriftenreihe:	Zbornik radova Ekonomskog fakulteta u Rijeci : časopis za ekonomsku teoriju i praksu
Schlagworte:	emerging markets croatian financial market macroeconomic announcements intraday returns crobex
Online-Zugang:	https://www.efri.uniri.hr/upload/ZBORNIK%202_2019/10-Schabek%20et%20al-2019-2.pdf
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