The effect of macroeconomic announcements on stock market return and volatility

ZHANG Lin, ZHANG Jun, WANG Qing

Systems Engineering - Theory & Practice ›› 2020, Vol. 40 ›› Issue (6) : 1439-1451.

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Systems Engineering - Theory & Practice ›› 2020, Vol. 40 ›› Issue (6) : 1439-1451. DOI: 10.12011/1000-6788-2020-0442-13

The effect of macroeconomic announcements on stock market return and volatility

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{{article.zuoZheEn_L}}. {{article.title_en}}. Systems Engineering - Theory & Practice, 2020, 40(6): 1439-1451 https://doi.org/10.12011/1000-6788-2020-0442-13

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