News and idiosyncratic volatility : the public information processing hypothesis

Robert F. Engle, Martin Klint Hansen, Ahmet K. Karagozoglu and Asger Lunde

Year of publication:	2021
Authors:	Engle, Robert F. ; Hansen, Martin Klint ; Karagozoglu, Ahmet K. ; Lunde, Asger
Subject:	firm-specific news \| realized volatility \| public information arrival \| information processing hypothesis of return volatilit \| Volatilität \| Volatility \| Börsenkurs \| Share price \| Ankündigungseffekt \| Announcement effect \| Informationsökonomik \| Economics of information \| Informationsverbreitung \| Information dissemination \| Information \| Informationsverhalten \| Information behaviour \| Theorie \| Theory \| Schätzung \| Estimation

Type of publication:	Article
Type of publication (narrower categories):	Aufsatz in Zeitschrift ; Article in journal
Language:	English
Other identifiers:	10.1093/jjfinec/nbaa038 [DOI]
Source:	ECONIS - Online Catalogue of the ZBW

Persistent link: https://ebvufind01.dmz1.zbw.eu/10012504316