Announcement Effect

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Announcement Effect

A change in security prices or volatility as a result of some announcement. For example, if the Federal Reserve raises interest rates, stock prices are liable to fall. Likewise, if a company announces an acquisition, its stock may rise. The announcement effect may cause drastic price changes; as a result, companies and governments often selectively leak or hint at announcements before they occur to minimize surprises. The announcement effect is also called the signal effect. See also: Price out the News.
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References in periodicals archive ?
In the actual environment, Wi-Fi signal effects multipath fading that is why RSSI is not fixed.
The treatment with anti-TNF agents neutralises the signal effects of TNF and thus alleviates the suffering of those affected.
(See, however, Staddon & Cerutti, 2003, for an alternative interpretation of signal effects in chained schedules.) However, response-cue separation in chained reinforcement schedules is an experimental manipulation that appears in a number of studies with different theoretical interests.
Several studies have suggested that signal effects on operant behavior are strongly determined by interreinforcer interval (Schaal, Odum, & Shahan, 2000; Schaal, Schuh, & Branch, 1992).
The present study, as well as those preceding it, suggests that interreinforcer interval could have an important role in modulating signal effects when the visual or auditory cues are separated from the response selected for reinforcement.
Local response rates also suggest that signal effects on behavior may be highly varied (especially in the response-acquisition study), producing notable response-enhancing effects in Subject G5 and response-inhibiting effects in Subject G9.
Are these a better choice than through-holes for controlling signal effects? Are there any downsides to using blind vias in place of through-hole vias?
The conditional frequency analysis obtained imitation, similar reaction, and transmission of signal effects. Finally, the analysis on the time intervals between events obtained imitation effects in small transactions with a high trading frequency, negative signal after a large sell and similar reactions, and splitting in large trades with the high trading frequency.
These frequencies were chosen for graphical convenience in examining simultaneous signal effects on a correlator driven with a limited RF source.