Price jumps in developed stock markets: the role of monetary policy committee meetings

Gupta, Rangan, Lau, Chi Keng Marco, Liu, Ruipeng and Marfatia, Hardik A. 2018, Price jumps in developed stock markets: the role of monetary policy committee meetings, Journal of economics and finance, pp. 1-15, doi: 10.1007/s12197-018-9444-z.

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Title Price jumps in developed stock markets: the role of monetary policy committee meetings
Author(s) Gupta, Rangan
Lau, Chi Keng Marco
Liu, RuipengORCID iD for Liu, Ruipeng orcid.org/0000-0003-4174-6135
Marfatia, Hardik A.
Journal name Journal of economics and finance
Start page 1
End page 15
Total pages 15
Publisher Springer
Place of publication New York, N.Y.
Publication date 2018-07-06
ISSN 1055-0925
1938-9744
Keyword(s) Jump intensity
Developed stock markets
Monetary policy committee meeting dates
Notes Online First
Language eng
DOI 10.1007/s12197-018-9444-z
Field of Research 1502 Banking, Finance And Investment
HERDC Research category C1 Refereed article in a scholarly journal
ERA Research output type C Journal article
Copyright notice ©2018, Springer Science+Business Media, LLC, part of Springer Nature
Persistent URL http://hdl.handle.net/10536/DRO/DU:30112200

Document type: Journal Article
Collection: Department of Finance
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Created: Tue, 07 Aug 2018, 13:55:15 EST

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