MACROECONOMIC NEWS, STOCK TURNOVER, AND VOLATILITY CLUSTERING IN DAILY STOCK RETURNS
| Year of publication: |
2005
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| Authors: | Connolly, Robert ; Stivers, Chris |
| Published in: |
The journal of financial research : a publ. of the School of Business Administration, Georgetown University. - Malden, Mass. [u.a.] : Blackwell Publishing, ISSN 0270-2592, ZDB-ID 8753532. - Vol. 28.2005, 2, p. 235-260
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