Firm-specific news arrival and the volatility of intraday stock index and futures returns

Kalev, Petko S. and Duong, Huu Nhan 2011, Firm-specific news arrival and the volatility of intraday stock index and futures returns, in The handbook of news analytics in finance, John Wiley, Chichester, England, pp.271-288.

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Title Firm-specific news arrival and the volatility of intraday stock index and futures returns
Author(s) Kalev, Petko S.
Duong, Huu Nhan
Title of book The handbook of news analytics in finance
Editor(s) Mitra, Gautam
Mitra, Leela
Publication date 2011
Chapter number 12
Total chapters 19
Start page 271
End page 288
Total pages 18
Publisher John Wiley
Place of Publication Chichester, England
ISBN 9780470666791
047066679X
Language eng
Field of Research 150201 Finance
Socio Economic Objective 910299 Microeconomics not elsewhere classified
HERDC Research category B1 Book chapter
Persistent URL http://hdl.handle.net/10536/DRO/DU:30039731

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