Persistence of announcement effects on the intraday volatility of stock returns : evidence from individual data
Sylvie Lecarpentier-Moyal, Georges Prat, Patricia Renou-Maissant, Remzi Uctum
| Year of publication: |
2013
|
|---|---|
| Authors: | Lecarpentier-Moyal, Sylvie ; Prat, Georges ; Renou-Maissant, Patricia ; Uctum, Remzi |
| Publisher: |
[s.l.] : ERUDITE |
| Subject: | Paris | Ankündigungseffekt | Announcement effect | Börsenkurs | Share price | Volatilität | Volatility | ARCH-Modell | ARCH model | Aktienindex | Stock index | Börsenhandel | Stock exchange trading |
| Extent: | Online-Ressource (33 S.) graph. Darst. |
|---|---|
| Series: | Document de travail / ERUDITE, Laboratoire d'Économie. - Créteil : [Verlag nicht ermittelbar], ZDB-ID 2741829-7. - Vol. 2013,5 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper |
| Language: | English |
| Notes: | Systemvoraussetzungen: Acrobat Reader |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010235589