JUMPS, NEWS, AND SUBSEQUENT RETURN DYNAMICS : AN INTRADAY STUDY
Year of publication: |
2020
|
---|---|
Authors: | Xiao, Yuewen ; Yin, Xiangkang ; Zhao, Jing |
Published in: |
Journal of Financial Research. - Wiley, ISSN 1475-6803, ZDB-ID 2068120-3. - 2020 (25.08.)
|
Publisher: |
Wiley |
Saved in:
Online Resource
Saved in favorites
Similar items by person
-
Price dynamics of individual stocks : jumps and information
Xiao, Yuewen, (2021)
-
Xu, Liao, (2018)
-
Le, Nguyen Ngoc Anh, (2019)
- More ...