The Impact of News on Financial Markets

Update ... June 2012. Over the last couple of years I have had several people contact me about this research. I have also had a lot of s...

As promised, the research paper and presentation that summarize my research are posted here. An appropriate article, reproduced below, fro...

It is not news that news moves financial markets. This blog will publish research on how, when, why, and which news moves what financial ma...

Correlations can be useful tools. FX Traders often use them to confirm movements following an announcement. For example, if a trader is ex...

TABE Luncheon, Thursday, April 5, 2007 The Impact of Economic News on Financial Markets John Parker, Principal, Relevant Economics ...

In the last few posts I showed the statistics that show that the economic derivatives forecast outperforms the consensus for the nonfarm pa...

Refet S. Gürkaynak and Justin Wolfers compared the Consensus of Economists or survey-based forecasts with the economic derivatives or marke...

How well do economists predict the U.S. nonfarm payrolls? I picked up the consensus forecast for the NFP from the NASDAQ website (from Eco...

Nonfarm payrolls for February 2007 (released today, Friday March 9th at 8:30am) continued to trend up (+97,000). Details are here . Yeste...

As I have discussed before in this blog, the best information about an upcoming nonfarm payrolls release comes f...

Time for some self-promotion. I have written a fair bit about announcements, market expectations, and using scenarios for risk manageme...

This is the third and final note about a post by the FX guru of Nova Scotia , Tom Yeomans, entitled “ Is news trading dead ?” Tom talk...

I’ve been thinking some more about a post by the FX guru of Nova Scotia , Tom Yeomans, entitled “ Is news trading dead ?” In a tremendousl...

I’ve been thinking about a post by the FX guru Tom Yeomans entitled “ Is news trading dead? ” In a tremendously interesting and informativ...

This is an early warning that I will be giving a presentation on the impact of news on financial markets to the Toronto Association for ...

It is not news that news moves financial markets. This blog will publish research on how, when, why, and which news moves what financial m...

t is not news that news moves financial markets. This blog will publish research on how, when, why, and which news moves what financial ma...