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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
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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 record nr: 228513
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