The Effects of Inflation News on High Frequency Stock Returns

By Greg Adams, Grant R. McQueen, R. Wood. 2004

122 citations recorded by the source corpus.

Subfields: Economics and Econometrics, Finance

View Paper: https://www.semanticscholar.org/paper/e476e5468d5ce85ea308c9798fb7245a9896ff02

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

In Economics and Econometrics

1. Hong Miao
2. Sanjay Ramchander
3. J. Elder
4. Lutz Kilian
5. Apostolos Serletis

In Finance

1. Hong Miao
2. Sanjay Ramchander
3. J. Elder

Citations in the corpus

• Impact of macroeconomic news on metal futures (2012, background): “As a case in point, Adams et al. (2004) show that unanticipated inflationary news has distinguishable effects on intra-day equity returns, and that most of this information is incorporated within minutes of the news release.”