文章基本信息

标题：The reaction of the WSE to U.S. employment news announcements
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作者：Milena Suliga ; Tomasz Wójtowicz
期刊名称：Ekonomia Menedzerska (älter als 2 Jahre)
印刷版ISSN：1898-1143
出版年度：2013
卷号：14
页码：165-176
DOI：10.7494/manage.2013.14.165
出版社：Akademia Górniczo-Hutnicza
摘要：From the financial and economic literature it follows that macroeconomicnews plays important role in asset pricing as it carries information about conditionsof the economy and possible future government actions. Previous studiesshow that not only domestic news is significant for investors. Sometimes informationabout other economies is even more important, particularly when it is theU.S. economy. Such conclusion is obtained by e.g. Nikkinen and Sahlström [12],􀀥􀃉􀁇􀁒􀁚􀁖􀁎􀁄􀀐􀀶􀂶􀁍􀁎􀁄􀀃􀀾􀀖􀁀􀀏􀀃􀀫􀁄􀁕􀁍􀁘􀀃􀁄􀁑􀁇􀀃􀀫􀁘􀁖􀁖􀁄􀁌􀁑􀀃􀀾􀀔􀀔􀁀􀀃􀁄􀁑􀁇􀀃􀀪􀁘􀁕􀁊􀁘􀁏􀀃􀁈􀁗􀀃􀁄􀁏􀀑􀀃􀀾􀀔􀀓􀁀􀀑􀀃􀀷􀁋􀁈􀁌􀁕􀀃􀁖􀁗􀁘􀁇􀁌􀁈􀁖􀀃are performed on the basis of daily data as well as intraday data.