Intraday futures market behaviour around major scheduled macroeconomic announcements: Australian evidence

Authors :: Frino, Alex
Hill, Amelia
Source :: Journal of Banking & Finance. July, 2001, Vol. 25 Issue 7, p1319, 18 p.
Publication Year :: 2001
Abstract: The futures market behavior, as exemplified in a survey of the Sydney Futures Exchange trading data, showed rapid adjustment reaction to macroeconomic news.

Subjects :: Sydney Futures Exchange -- Surveys
Stock-exchange -- Surveys
Futures market -- Surveys
Newspapers -- Influence
Commodities industry -- Surveys
Newspaper publishing -- Influence
Banking, finance and accounting industries
Business

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