The 4 references without contexts in paper Christopher F Baum, Alexander Kurov, Marketa W. Halova (2013) “What do Chinese Macro Announcements Tell Us About the World Economy?” / RePEc:boc:bocoec:834

1
Hansen, L. P. (1982). Large sample properties of Generalized Method of Moments estimators. Econometrica, 50, 1029–1054.
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2
Pearce, D. K., and Roley, V. V. (1985). Stock prices and economic news. Journal of Business, 58, 49–67.
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3
Rigobon, R., and Sack, B. (2008). Noisy macroeconomic announcements, monetary policy, and asset prices. In J. Y. Campbell (Ed.), Asset Prices and Monetary Policy. Chicago, IL: University of Chicago Press, 335–370.
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4
White, H. (1980). A heteroskedasticity-consistent covariance matrix estimator and a direct test for heteroskedasticity. Econometrica, 48, 817–838.
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