3.B REFERENCES
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Bauwens L.; Ben Omrane W.; Giot P. (2005) “News announcements, market activity and volatility in the euro/dollar foreign exchange market,” Journal of International Money and Finance, 24, 1108–1125.
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Campbell J.; Lo A.; MacKinlay C. (1997) The Econometrics of Financial Markets, Princeton University Press, Princeton, NJ.
Chan W. (2003) “Stock price reaction to news and no-news: Drift and reversal after headlines,” Journal of Financial Economics, 70, 223–260.
Cormen T.; Leiserson C.; Rivest R.; Stein C. (2001) Introduction to Algorithms, MIT Press/McGraw-Hill Book Company, Cambridge/New York.
Dacorogna M.; Gencay R.; Müller U.; Olsen R.; Pictet O. (2001) An Introduction to High-Frequency Finance, Academic Press, San Diego.
Daniel K.; Hirshleifer D.; Subrahmanyam A. (1998) “Investor psychology and security market under- and overreactions,” Journal of Finance, 53, 1839–1885.
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Engle R.; Ng V. (1993) “Measuring and testing the impact of news on volatility,” ...
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