Author: | Kim, S.-J. Sheen, J. |
Title: | Minute-by-minute dynamics of the Australian bond futures market in response to new macroeconomic information |
Journal: | Journal of Multinational Financial Management
2001 : APR, VOL. 11:2, p. 117-137 |
Index terms: | |
Language: | eng |
Abstract: | The authors investigate the response efficiency of the 10 year Australian Commonwealth bond futures market to the news content of the Australian scheduled information release from January 1993 to July 1997. |
SCIMA