Jumps, news, and subsequent return dynamics: an intraday study

Xiao, Yuewen, Yin, Xiangkang and Zhao, Jing 2020, Jumps, news, and subsequent return dynamics: an intraday study, Journal of financial research, vol. 43, no. 3, Fall, pp. 705-731, doi: 10.1111/jfir.12223.

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Title Jumps, news, and subsequent return dynamics: an intraday study
Author(s) Xiao, Yuewen
Yin, XiangkangORCID iD for Yin, Xiangkang orcid.org/0000-0002-7031-414X
Zhao, Jing
Journal name Journal of financial research
Volume number 43
Issue number 3
Season Fall
Start page 705
End page 731
Total pages 27
Publisher John Wiley & Sons
Place of publication Chichester, Eng.
Publication date 2020
ISSN 0270-2592
1475-6803
Language eng
DOI 10.1111/jfir.12223
Indigenous content off
Field of Research 1501 Accounting, Auditing and Accountability
1502 Banking, Finance and Investment
HERDC Research category C1 Refereed article in a scholarly journal
ERA Research output type C Journal article
Persistent URL http://hdl.handle.net/10536/DRO/DU:30141536

Document type: Journal Article
Collections: Faculty of Business and Law
Department of Finance
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