Lahaye, Jérôme (contributor); … - 2007
(2000), Liu, Longstafi and Pan (2003), Eraker, Johannes and Polson (2003), and Piazzesi
(2005) discuss how knowledge of … jumps in uences flnancial management. Lee and Mykland (2008)
and Tauchen and Zhou (2005) explain how characterizing the ….
Researchers have evaluated the impact of macroeconomic news on assets returns in many
ways. To the best of our knowledge, two …