Systematic Patterns Before and After Large Price Changes: Evidence from High Frequency Data from the Paris Bourse
Authors: | Hamelink, Foort |
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Publisher: |
International Center for Financial Asset Management and Engineering (FAME) <Genf> |
Subject: | Ökonometrie | econometrics | Kapitalmarktforschung | capital market research | Preisentwicklung | Wertpapierkurs | Kursschwankung | Markttechnische Analyse |
Extent: | 21 p. application/pdf |
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Type of publication: | Book / Working Paper |
Language: | English |
Classification: | G10 - General Financial Markets. General ; Financial theory ; Individual Working Papers, Preprints ; No country specification |
Source: | USB Cologne (business full texts) |
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