Trading European Central Bank rumours on ...

Document type :
Article dans une revue scientifique
Title :
Trading European Central Bank rumours on the EUR-USD exchange rate market
Author(s) :
Casalin, Fabrizio [Auteur]
Lille économie management - UMR 9221 [LEM]
Metcalf, Hugh [Auteur]
Roodbar, Baback [Auteur]
Journal title :
International Review of Financial Analysis
Pages :
53-70
Publisher :
Elsevier
Publication date :
2018-11-09
ISSN :
1057-5219
HAL domain(s) :
Sciences de l'Homme et Société
Sciences de l'Homme et Société/Economies et finances
English abstract : [en]
This paper investigates whether the release of market-relevant news in the form of rumours on Twitter can explain the excess of market volatility previously attributed to private information, speculation, and noise traders. ...
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Language :
Anglais
Peer reviewed article :
Oui
Audience :
Internationale
Popular science :
Non
Collections :
Source :
Harvested from HAL