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

journal contribution
posted on 2020-01-01, 00:00 authored by Y Xiao, Xiangkang YinXiangkang Yin, J Zhao
Jumps, news, and subsequent return dynamics: an intraday study

History

Journal

Journal of financial research

Volume

43

Season

Fall

Pagination

705-731

Location

Chichester, Eng.

Publisher DOI

ISSN

0270-2592

eISSN

1475-6803

Language

eng

Publication classification

C1 Refereed article in a scholarly journal, C Journal article

Issue

3

Publisher

John Wiley & Sons

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    Research Publications

    Categories

    Keywords

    Department of Finance3502 Banking, finance and investment

    Licence

    All Rights Reserved

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