Using intraday data, we document the responses of gold and silver future prices to monthly
macroeconomic news releases. Both metals respond strongly to the release of Capacity …

The contribution of the third and fourth moments in explaining the return-generating process
in futures markets remains unresolved. This study attempts to resolve this issue by using a …

We examine two forms of employment and asset restructuring: downsizing and upsizing.
Guided by institutional theory, we focus on two important questions: (a) are the antecedents of …

… , we construct measures of unanticipated changes for R ̃ kt and R ̃ et which may cause
market … rate, respectively, and designate the series as R ̃ kt and R ̃ et . Finally, we estimate the …

Employing intraday data for futures and cash values for the S&P 500 over the 1993–1996
period, we attempt to characterize the lead–lag relationship between these two markets and …

… If we represent V a r ( R j t + 1 S & P ) as the future 30-day realized return volatility, and regress
this following model:(4) V a r ( R j t + 1 S & P ) = C o n s t a n t j t + ∅ 1 j * τ j t , 1 + ∅ 2 j * τ j …

Although the detrimental effect upon psychological well-being of receiving a diagnosis of, or
treatment for, cancer has been demonstrated across many different types of cancer, three …

We examine the effects of unanticipated macroeconomic news on two interest rate futures
using intraday data. The surprises are identified on the basis of their potential effects on debt …

… where R jt is the return in a given interval j on day t for each instrument, P jc,t is the closing
… where D jt =|R jt −M .j |; R jt is the return for period j on day t; M .j is the sample median …

Objective The aim of this study was to review regret following treatment for localized
prostate cancer, including factors associated with higher levels of regret, regret after specific …