Midlands State University Library

The asymmetric impact of consumer sentiment announcements on Australian foreign exchange rates/ (Record no. 168349)

MARC details
000 -LEADER
fixed length control field 01647nam a22002657a 4500
003 - CONTROL NUMBER IDENTIFIER
control field ZW-GwMSU
005 - DATE AND TIME OF LATEST TRANSACTION
control field 20241125073913.0
008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION
fixed length control field 241125b |||||||| |||| 00| 0 eng d
022 ## - INTERNATIONAL STANDARD SERIAL NUMBER
International Standard Serial Number 03128962
040 ## - CATALOGING SOURCE
Original cataloging agency MSU
Language of cataloging English
Transcribing agency MSU
Description conventions rda
050 00 - LIBRARY OF CONGRESS CALL NUMBER
Classification number HD31 AUS
100 1# - MAIN ENTRY--PERSONAL NAME
Personal name Akhtar, Shumi
Relator term author
245 14 - TITLE STATEMENT
Title The asymmetric impact of consumer sentiment announcements on Australian foreign exchange rates/
Statement of responsibility, etc. created by Shumi Akhtar, Robert Faff and Barry Oliver
264 1# - PRODUCTION, PUBLICATION, DISTRIBUTION, MANUFACTURE, AND COPYRIGHT NOTICE
Place of production, publication, distribution, manufacture Los Angeles :
Name of producer, publisher, distributor, manufacturer Sage,
Date of production, publication, distribution, manufacture, or copyright notice 2011.
336 ## - CONTENT TYPE
Source rdacontent
Content type term text
Content type code txt
337 ## - MEDIA TYPE
Source rdamedia
Media type term unmediated
Media type code n
338 ## - CARRIER TYPE
Source rdacarrier
Carrier type term volume
Carrier type code nc
440 ## - SERIES STATEMENT/ADDED ENTRY--TITLE
Title Australian journal of management
Volume/sequential designation Volume 36, number 3
520 3# - SUMMARY, ETC.
Summary, etc. We examine the effect of consumer sentiment announcements on changes in 13 of the more common foreign exchange rates against the Australian dollar using a consumer sentiment index (CSI). Generally, we find that the CSI possesses information that influences the foreign exchange market. However, we observe an asymmetric effect – when a lower than previous month CSI is announced, the Australian dollar experiences a significant depreciation on the announcement day, but there is no matching appreciation when positive CSI news occurs. This supports the negativity effect documented in the psychology literature and in the Australian stock market. There is no evidence that the effect is non-linear.
650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name entry element Asymmetry
Form subdivision Foreign exchange markets
General subdivision Investor sentiment
Geographic subdivision Australia
700 1# - ADDED ENTRY--PERSONAL NAME
Personal name Faff, Robert
Relator term co author
700 1# - ADDED ENTRY--PERSONAL NAME
Personal name Oliver, Barry
Relator term co author
856 ## - ELECTRONIC LOCATION AND ACCESS
Uniform Resource Identifier https://doi.org/10.1177/0312896211410723
942 ## - ADDED ENTRY ELEMENTS (KOHA)
Source of classification or shelving scheme Library of Congress Classification
Koha item type Journal Article
Holdings
Withdrawn status Lost status Source of classification or shelving scheme Damaged status Not for loan Home library Current library Shelving location Date acquired Serial Enumeration / chronology Total Checkouts Full call number Date last seen Price effective from Koha item type Public note
    Library of Congress Classification     Main Library Main Library - Special Collections 13/02/2012 Vol. 36, no.3 (pages 387-404)   HD31 AUS 25/11/2024 25/11/2024 Journal Article For in house use only