Firm characteristics and jump dynamics in stock prices around earnings announcements
Year of publication: |
2019
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Authors: | Zhou, Haigang ; Zhu, John Qi |
Published in: |
The North American journal of economics and finance : a journal of financial economics studies. - Amsterdam [u.a.] : Elsevier, ISSN 1062-9408, ZDB-ID 1289278-6. - Vol. 50.2019, p. 1-23
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Subject: | Audited financial statements | Information shocks | Instantaneous volatility | Jump clustering | Regulation FD | Standardized unexpected earnings | Börsenkurs | Share price | Ankündigungseffekt | Announcement effect | Volatilität | Volatility | Gewinn | Profit |
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