Tokel, O. Emre and Yucel, M. Eray (2009): Click to download data: an event study of Internet access to economic statistics.
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This study examines the online access statistics of the Central Bank of Turkey’s Electronic Data Delivery System within an event study framework. The comparisons of pre-event and post-event statistics suggest that announcements of both the policy interest rates and the consumer price data considerably affect society’s data access behavior. The timing and amplitude of these effects are further studied with respect to inflation expectations and surprise content of events; yet no solid pattern was revealed.
|Item Type:||MPRA Paper|
|Original Title:||Click to download data: an event study of Internet access to economic statistics|
|English Title:||Click to download data: an event study of Internet access to economic statistics|
|Keywords:||Data access; Macroeconomic data; Market efficiency; Event study|
|Subjects:||G - Financial Economics > G1 - General Financial Markets > G14 - Information and Market Efficiency ; Event Studies ; Insider Trading
C - Mathematical and Quantitative Methods > C5 - Econometric Modeling > C50 - General
G - Financial Economics > G1 - General Financial Markets > G10 - General
|Depositing User:||Omer Emre Tokel|
|Date Deposited:||18. Aug 2009 00:18|
|Last Modified:||22. Feb 2013 05:25|
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Tokel, O.E. and E.M. Yucel. 2009. “Does Internet access to official data display any regularity: case of the Electronic Data Delivery System of the Central Bank of Turkey”, MPRA Paper No. 15704, available online at http://mpra.ub.uni-muenchen.de/15704/