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

chapter
posted on 2011-01-01, 00:00 authored by P Kalev, Huu Duong
Firm-specific news arrival and the volatility of intraday stock index and futures returns

History

Language

eng

Publication classification

B1 Book chapter

Extent

19

Editor/Contributor(s)

G Mitra, L Mitra

Chapter number

12

Pagination

271 - 288

ISBN-13

9780470666791

ISBN-10

047066679X

Title of book

The handbook of news analytics in finance

Publisher

John Wiley

Place of publication

Chichester, England

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