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Economic surprises and the behaviour of asset prices: Some analyses and further empirical results

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Economic surprises and the behaviour of asset prices: Some analyses and further empirical results. / Peel, David; Pope, P.
In: Economics Letters, Vol. 27, No. 4, 1988, p. 375-379.

Research output: Contribution to Journal/Magazine › Journal article › peer-review

Harvard

Peel, D & Pope, P 1988, 'Economic surprises and the behaviour of asset prices: Some analyses and further empirical results', Economics Letters, vol. 27, no. 4, pp. 375-379. https://doi.org/10.1016/0165-1765(88)90166-8

APA

Peel, D., & Pope, P. (1988). Economic surprises and the behaviour of asset prices: Some analyses and further empirical results. Economics Letters, 27(4), 375-379. https://doi.org/10.1016/0165-1765(88)90166-8

Vancouver

Peel D, Pope P. Economic surprises and the behaviour of asset prices: Some analyses and further empirical results. Economics Letters. 1988;27(4):375-379. doi: 10.1016/0165-1765(88)90166-8

Author

Peel, David ; Pope, P. / Economic surprises and the behaviour of asset prices: Some analyses and further empirical results. In: Economics Letters. 1988 ; Vol. 27, No. 4. pp. 375-379.

Bibtex

@article{73201a15609d42d58c167dc546f0c0a4,
title = "Economic surprises and the behaviour of asset prices: Some analyses and further empirical results",
abstract = "This paper examines the implications of serial correlation in asset prices for market efficiency and announcement effect tests. The impact of four types of economic surprise is examined after allowing for observed serial correlation in three asset price series.",
author = "David Peel and P. Pope",
year = "1988",
doi = "10.1016/0165-1765(88)90166-8",
language = "English",
volume = "27",
pages = "375--379",
journal = "Economics Letters",
issn = "0165-1765",
publisher = "Elsevier",
number = "4",

}

RIS

TY - JOUR

T1 - Economic surprises and the behaviour of asset prices: Some analyses and further empirical results

AU - Peel, David

AU - Pope, P.

PY - 1988

Y1 - 1988

N2 - This paper examines the implications of serial correlation in asset prices for market efficiency and announcement effect tests. The impact of four types of economic surprise is examined after allowing for observed serial correlation in three asset price series.

AB - This paper examines the implications of serial correlation in asset prices for market efficiency and announcement effect tests. The impact of four types of economic surprise is examined after allowing for observed serial correlation in three asset price series.

U2 - 10.1016/0165-1765(88)90166-8

DO - 10.1016/0165-1765(88)90166-8

M3 - Journal article

VL - 27

SP - 375

EP - 379

JO - Economics Letters

JF - Economics Letters

SN - 0165-1765

IS - 4

ER -