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Macroeconomic News Effects on the Stock Markets

https://doi.org/10.2139/ssrn.2019995
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15/15 checkable references clean · checked 2026-08-28

Every reference with a DOI in the deposited reference list resolved to a known work in Crossref or DataCite at the dated check, and none carried a retraction, withdrawal, or removal notice.

3 without a DOI — not checked. A reference deposited without a DOI is never matched by title or guessed at; it stays outside the checked set, and this line discloses that.

The 15 checked references that resolve
resolves10.3386/w5783
DM-Dollar Volatility: Intraday Activity Patterns, Macroeconomic Announcements, and Longer Run Dependencies
resolves10.1257/000282803321455151
Micro Effects of Macro Announcements: Real-Time Price Discovery in Foreign Exchange
resolves10.1016/j.jimonfin.2005.08.008
News announcements, market activity and volatility in the euro/dollar foreign exchange market
resolves10.1016/0304-4076(95)01736-4
Modeling and pricing long memory in stock market volatility
resolves10.1016/j.jempfin.2010.11.005
Robust estimation of intraweek periodicity in volatility and jump detection
resolves10.1016/s0304-4076(95)01749-6
Fractionally integrated generalized autoregressive conditional heteroskedasticity
resolves10.1093/jjfinec/nbj015
Inequality Constraints in the Fractionally Integrated GARCH Model
resolves10.2139/ssrn.1016924
The High-Frequency Response of the EUR-US Dollar Exchange Rate to ECB Communication
resolves10.3386/w9875
When Do Central Bank Interventions Influence Intra-Daily and Longer-Term Exchange Rate Movements?
resolves10.1016/j.jmoneco.2006.05.015
The high-frequency response of exchange rates and interest rates to macroeconomic announcements
resolves10.1016/0304-4076(81)90115-9
On the bias in flexible functional forms and an essentially unbiased form
resolves10.2139/ssrn.1113089
The Reaction of Asset Prices to Macroeconomic Announcements in New EU Markets: Evidence from Intraday Data
resolves10.1111/j.1468-036x.2009.00512.x
Intraday Seasonalities and Macroeconomic News Announcements
resolves10.2139/ssrn.1460625
Long Memory and Periodicity in Intraday Volatility of Stock Index Futures
The 3 references without a DOI — listed, not checked
no DOI — not checkedref15
no DOI — not checkedref16
no DOI — not checkedMacroeconomic announcements and volatility of treasury futures
What this badge says. CiteStamped means the CHECKABLE references of this work were clean at the dated check: each resolved to a known work in a public registry, and none carried a retraction notice at that time. It says nothing about the quality, findings, or importance of the work itself, and nothing about references deposited without a DOI.

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