Stock price jumps and cross-sectional return predictability
George J. Jiang and Tong Yao
| Year of publication: |
2013
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|---|---|
| Authors: | Jiang, George J. ; Yao, Tong |
| Published in: |
Journal of financial and quantitative analysis : JFQA. - New York, NY [u.a.] : Cambridge University Press, ISSN 0022-1090, ZDB-ID 219406-5. - Vol. 48.2013, 5, p. 1519-1544
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| Subject: | Börsenkurs | Share price | Volatilität | Volatility | Kapitaleinkommen | Capital income | Prognoseverfahren | Forecasting model | USA | United States | 1927-2009 |
| 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/10010343638