The processing of non-anticipated information in financial markets : analyzing the impact of surprises in the employment report

dc.contributor.authorHautsch, Nikolausdeu
dc.contributor.authorHess, Dieterdeu
dc.date.accessioned2011-03-25T09:42:18Zdeu
dc.date.available2011-03-25T09:42:18Zdeu
dc.date.issued2002deu
dc.description.abstractThis paper delineates the simultaneous impact of non-anticipated information on mean and variance of the intraday return process by including appropriate variables accounting for the news flow into both the mean and the variance function. This allows us to differentiate between the consistent price reaction to surprising news and the traders uncertainty about the precise price impact of this information. Focussing on the US employment report, we find that headline information is almost instantaneously incorporated into T-bond futures prices. Nevertheless, large surprises, and bad news in particular, create considerable uncertainty. In contrast, if surprises in related headlines cross-validate each other, less room for differences of opinion is left, and hence volatility is decreased.eng
dc.description.versionpublished
dc.format.mimetypeapplication/pdfdeu
dc.identifier.ppn098208810deu
dc.identifier.urihttp://kops.uni-konstanz.de/handle/123456789/12042
dc.language.isoengdeu
dc.legacy.dateIssued2002deu
dc.relation.ispartofseriesCoFE-Diskussionspapiere / Zentrum für Finanzen und Ökonometrie
dc.rightsterms-of-usedeu
dc.rights.urihttps://rightsstatements.org/page/InC/1.0/deu
dc.subjecthigh-frequency datadeu
dc.subjectinformation processingdeu
dc.subjectmacroeconomic announcementsdeu
dc.subjectTreasury bond futuresdeu
dc.subjecttrading processdeu
dc.subjectvolatilitydeu
dc.subject.ddc330deu
dc.subject.jelE44deu
dc.subject.jelG14deu
dc.titleThe processing of non-anticipated information in financial markets : analyzing the impact of surprises in the employment reporteng
dc.typeWORKINGPAPERdeu
dspace.entity.typePublication
kops.bibliographicInfo.seriesNumber2002/06deu
kops.citation.bibtex
@techreport{Hautsch2002proce-12042,
  year={2002},
  series={CoFE-Diskussionspapiere / Zentrum für Finanzen und Ökonometrie},
  title={The processing of non-anticipated information in financial markets : analyzing the impact of surprises in the employment report},
  number={2002/06},
  author={Hautsch, Nikolaus and Hess, Dieter}
}
kops.citation.iso690HAUTSCH, Nikolaus, Dieter HESS, 2002. The processing of non-anticipated information in financial markets : analyzing the impact of surprises in the employment reportdeu
kops.citation.iso690HAUTSCH, Nikolaus, Dieter HESS, 2002. The processing of non-anticipated information in financial markets : analyzing the impact of surprises in the employment reporteng
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