Price jumps on European stock markets
Year of publication: |
2014
|
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Authors: | Hanousek, Jan ; Kocenda, Evzen ; Novotny, Jan |
Published in: |
Borsa Istanbul Review. - Research Department. - Vol. 14.2014, 1, p. 10-22
|
Publisher: |
Research Department |
Subject: | Stock markets | Price jump indicators | Non-parametric testing | Clustering analysis | Financial econometrics | Emerging markets |
Extent: | application/pdf |
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Type of publication: | Article |
Classification: | C14 - Semiparametric and Nonparametric Methods ; c58 ; F37 - International Finance Forecasting and Simulation ; G15 - International Financial Markets ; G17 - Financial Forecasting |
Source: |
-
Price Jump Indicators: Stock Market Empirics During the Crisis
Novotný, Jan, (2013)
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Price Jumps on European Stock Markets
Hanousek, Jan, (2013)
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The Identification of Price Jumps
Hanousek, Jan, (2011)
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The Identification of Price Jumps
Hanousek, Jan, (2011)
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The Identification of Price Jumps
Hanousek, Jan, (2011)
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Price Jumps on European Stock Markets
Hanousek, Jan, (2013)
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