Informativeness of trades around macroeconomic announcements in the foreign exchange market

Keyphrases

• Private Information 100%
• Foreign Exchange Market 100%
• Macroeconomic Announcements 100%
• Trading Volume 100%
• Trade Informativeness 100%
• Information Sharing 50%
• New York 50%
• Volatility 50%
• Exchange Rate 50%
• Related Components 50%
• Periodic Pattern 50%
• Asymmetric Information 50%
• Industrial Production 50%
• Rate Variation 50%
• Trading Hours 50%
• Market Participants 50%
• Trading Activity 50%
• Price Variation 50%
• Trading Period 50%
• Economic Indicators 50%
• Effective Spread 50%
• Intra-day Variation 50%
• Macroeconomic News Surprises 50%

Economics, Econometrics and Finance

• Foreign Exchange Market 100%
• Trading Volume 100%
• Private Information 100%
• Macroeconomics 100%
• Volatility 50%
• Asymmetric Information 50%
• Economic Indicator 50%
• Exchange Rate 50%