Minute-by-minute dynamics of the Australian bond futures market in response to new macroeconomic information

Authors: Kim S.-J.¹; Sheen J.

Source: Journal of Multinational Financial Management, Volume 11, Number 2, 1 April 2001 , pp. 117-137(21)

Publisher: Elsevier

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Keywords: [JEL classification codes] G13; [JEL classification codes] G14; [JEL classification codes] E44; Announcement news; Futures market efficiency

Language: English

Document Type: Research article

DOI: 10.1016/S1042-444X(00)00046-3

Affiliations: 1: aSchool of Banking and Finance, The University of New South Wales, Sydney NSW, 2052, Sydney, Australia

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