Public information arrival and volatility of intraday stock returns
Petko S. Kalev ...
| Year of publication: |
2004
|
|---|---|
| Authors: | Kalev, Petko S. ; Liu, Wai-man ; Pham, Peter Kien ; Jarnecic, Elvis |
| Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 28.2004, 6, p. 1441-1467
|
| Subject: | ARCH-Modell | ARCH model | Handelsvolumen der Börse | Trading volume | Ankündigungseffekt | Announcement effect | Informationsökonomik | Economics of information | Kapitaleinkommen | Capital income | Volatilität | Volatility | USA | United States | 1995-2000 |
| Extent: | graph. Darst |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10002049619