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

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