Alessio Sancetta

University of London, Royal Holloway College - Department of Economics

Royal Holloway College

Egham

Surrey, Surrey TW20 0EX

United Kingdom

SCHOLARLY PAPERS

2

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686

SSRN CITATIONS
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Top 49,262

in Total Papers Citations

8

CROSSREF CITATIONS

2

Scholarly Papers (2)

Price Drift before U.S. Macroeconomic News: Private Information about Public Announcements?

Journal of Financial and Quantitative Analysis (JFQA), Forthcoming, Paris December 2015 Finance Meeting EUROFIDAI - AFFI
Number of pages: 73 Posted: 30 Jul 2015 Last Revised: 10 Nov 2017
West Virginia University - College of Business & Economics, University of London, Royal Holloway College - Department of Economics, European Central Bank (ECB) - Directorate General Research and Skidmore College - Department of Economics
Downloads 402 (74,783)
Citation 1

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Macroeconomic news announcements, financial markets, pre-announcement effect, drift, informed trading

Price Drift Before U.S. Macroeconomic News: Private Information About Public Announcements?

ECB Working Paper No. 1901
Number of pages: 68 Posted: 12 May 2016
West Virginia University - College of Business & Economics, University of London, Royal Holloway College - Department of Economics, European Central Bank (ECB) - Directorate General Research and Skidmore College - Department of Economics
Downloads 258 (122,742)
Citation 3

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Macroeconomic news announcements; financial markets; pre-announcement effect; drift; informed trading

2.

Drift Begone! Release Policies and Preannouncement Informed Trading

Number of pages: 32 Posted: 01 Jan 2020
Alexander Kurov, Alessio Sancetta and Marketa Wolfe
West Virginia University - College of Business & Economics, University of London, Royal Holloway College - Department of Economics and Skidmore College - Department of Economics
Downloads 26 (506,847)

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Macroeconomic news announcements, foreign exchange market, release policies, preannouncement effect, drift, informed trading