Trading European Central Bank rumours on the EUR-USD exchange rate market
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DOI: 10.1016/j.irfa.2018.11.001
Abstract: This paper investigates whether the release of market-relevant news in the form of rumours on Twitter can explain the excess of market volatility previously attributed to private information, speculation, and noise traders. We define a… read more here.
Keywords: eur usd; market; bank rumours; central bank ... See more keywords