Systematic Patterns Before and After Large Price Changes: Evidence from High Frequency Data from the Paris Bourse

This paper deals with the intra-day behavior of asset prices shortly before and after large price changes.

Authors:	Hamelink, Foort
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
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)

Persistent link: https://ebvufind01.dmz1.zbw.eu/10005843144