Multifrequency news and stock returns
Year of publication: |
2007
|
---|---|
Authors: | Calvet, Laurent E. ; Fisher, Adlai |
Published in: |
Journal of financial economics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-405X, ZDB-ID 187118-3. - Vol. 86.2007, 1, p. 178-212
|
Subject: | Theorie | Theory | Kapitaleinkommen | Capital income | Volatilität | Volatility | Zeitreihenanalyse | Time series analysis | CAPM | Börsenkurs | Share price |
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