The impact of US macroeconomic news on the Polish stock market.
Henryk GurgulTomasz WójtowiczPublished in: Central Eur. J. Oper. Res. (2014)
Keyphrases
- stock market
- financial news
- short term
- trading rules
- financial data
- stock exchange
- stock price
- financial time series
- news articles
- stock data
- stock index futures
- stock returns
- long term
- monetary policy
- financial markets
- portfolio optimization
- stock trading
- stock market data
- listed companies
- technical indicators
- chinese stock market
- keywords
- garch model
- trading strategies
- forecasting model