And Now, The Rest of the News: Volatility and Firm Specific News Arrival
Year of publication: |
2012-12-04
|
---|---|
Authors: | Engle, Robert F. ; Hansen, Martin Klint ; Lunde, Asger |
Institutions: | School of Economics and Management, University of Aarhus |
Subject: | Firm Specific News | Realized Volatility | Public Information Arrival |
-
Impact of Political News on the Baltic State Stock Markets
Soultanaeva, Albina, (2008)
-
News and idiosyncratic volatility : the public information processing hypothesis
Engle, Robert F., (2021)
-
Measuring High-Frequency Causality Between Returns, Realized Volatility and Implied Volatility
Dufour, Jean-Marie, (2011)
- More ...
-
And now, the rest of the news : volatility and firm specific news arrival
Engle, Robert F., (2012)
-
News and idiosyncratic volatility : the public information processing hypothesis
Engle, Robert F., (2021)
-
Hansen, Peter R., (2010)
- More ...