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isPartOf:"The review of financial studies"
~person:"Albuquerque, Rui"
~person:"Lee, Suzanne S."
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The review of financial studies
Review of finance : journal of the European Finance Association
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Jumps and information flow in financial markets
Lee, Suzanne S.
- In:
The review of financial studies
25
(
2012
)
2
,
pp. 439-479
Persistent link: https://www.econbiz.de/10009515809
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2
Skewness in stock returns : reconsiling the evidence on firm versus aggregate returns
Albuquerque, Rui
- In:
The review of financial studies
25
(
2012
)
5
,
pp. 1630-1673
Persistent link: https://www.econbiz.de/10009536408
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3
Jumps in financial markets : a new nonparametric test and jump dynamics
Lee, Suzanne S.
;
Mykland, Per A.
- In:
The review of financial studies
21
(
2008
)
6
,
pp. 2535-2563
Persistent link: https://www.econbiz.de/10003805074
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