Macroeconomic news and the efficiency of international bond futures markets

How Markets Process Information: News Releases and Volatility

1993 • 976 citations

Stock Prices and Economic News

1985 • 413 citations

Inflation, Rational Expectations and the Term Structure of Interest Rates

1973 • 278 citations

Economic news, exchange rates and interest rates

1988 • 216 citations

Response of Hourly Stock Prices and Trading Volume to Economic News

1988 • 182 citations

The Effects of Inflation and Money Supply Announcements on Interest Rates

1984 • 96 citations

Inflation Announcements and Financial Market Reaction: Evidence From the Long-Term Bond Market

1986 • 30 citations