Investor attention and intraday market reaction to ECB announcements

Roland Gillet, Matthieu Picault and Thomas Renault

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Date: 2022-11
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Published in 21ème Journée d'Econométrie — Développements récents de l'économétrie appliquée à la finance, Nov 2022, Paris, France

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Working Paper: Investor attention and intraday market reaction to ECB announcement (2022)
Working Paper: Investor attention and intraday market reaction to ECB announcements (2021)
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