Jumps in stock prices : new insights from old data
James A. Johnson, Marcelo C. Medeiros, Bradley S. Paye
| Year of publication: |
2022
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|---|---|
| Authors: | Johnson, James A. ; Medeiros, Marcelo C. ; Paye, Bradley S. |
| Published in: |
Journal of financial markets. - Amsterdam [u.a.] : Elsevier, ISSN 1386-4181, ZDB-ID 1402747-1. - Vol. 60.2022, p. 1-22
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| Subject: | Stock market jumps | Discontinuities | Equity premium | Realized variance | Announcements | Stock return predictability | Börsenkurs | Share price | Kapitaleinkommen | Capital income | Aktienmarkt | Stock market | Ankündigungseffekt | Announcement effect | Risikoprämie | Risk premium | Volatilität | Volatility | Prognoseverfahren | Forecasting model | CAPM |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.finmar.2022.100708 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013398004