Title:

Economic News and International Stock Market Co-movement

Authors:

Rui Albuquerque (Boston U)
Clara Vega (Fed Res Board) U Rochester, (Fed Res Board)

Journal:

Review Of Finance

Year:

2009

Volume:

13

Pages:

401-465

JEL codes:

G12 - Asset Pricing; Trading volume; Bond Interest Rates
G14 - Information and Market Efficiency; Event Studies
G15 - International Financial Markets