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Figure 1A: Bond Market News Announcement Responses, Full Sample Figure 1A (continued): Foreign Exchange Market News Announcement Responses, Full Sample Figure 1A (continued): Stock Market News Announcement Responses, Full Sample Figure 1B: Bond Market Sms trading signals Announcement Responses, Expansion Sample Figure 1B (continued): Foreign Exchange Market News Announcement Responses, Expansion Sample Figure 1B (continued): Stock Market News Announcement Responses, Expansion Sample Figure 1C: Bond Market News Announcement Responses, Sms trading signals Sample Figure 1C (continued): Foreign Exchange Market News Announcement Responses, Contraction Sample Figure 1C (continued): Stock Market News Announcement Responses, Contraction Sample Notes to Figures 1A, 1B and 1C: We graph the news announcement response coefficients from the weighted least squares estimation of equation (4.
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