Research on the Anticipatory Ability of High-Frequency Macroeconomic Data in Shaping Financial Market Expectations

Yuan Wenning Yun(School of Economics and Management, North China University of Technology)

Abstract

As the sensitivity of financial markets continues to increase, so does their sensitivity to macroeconomic information. Leveraging the advantages of timeliness and continuity, high-frequency macroeconomic data has become one of the important bases for understanding current economic behaviors and anticipating future financial conditions. Therefore, this paper first provides a brief introduction to the concepts of high-frequency macroeconomic data and financial market expectations. Subsequently, it analyzes the anticipatory mechanism of high-frequency macroeconomic data in shaping financial market expectations, dissects the influencing factors of high-frequency macroeconomic data in anticipating the formation of financial market expectations, including data quality, the structure of market participants, and the stage of the economic cycle, and puts forward corresponding improvement suggestions to enhance the anticipatory ability of the data and stabilize market expectations.

Keywords

High-frequency macroeconomic data; Financial market expectations; Anticipatory mechanism; Influencing factors; Optimization countermeasures

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DOI: http://dx.doi.org/10.26549/jsbe.v8i1.35641