Information Arrival, Jumps and Cojumps in European Financial Markets : Evidence Using Tick by Tick Data
Year of publication: |
2015
|
---|---|
Authors: | Hussain, Syed Mujahid |
Other Persons: | Deleze, Frederic (contributor) |
Publisher: |
[2015]: [S.l.] : SSRN |
Subject: | EU-Staaten | EU countries | Finanzmarkt | Financial market |
Description of contents: | Abstract [papers.ssrn.com] |
Extent: | 1 Online-Ressource |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | In: Forthcoming in Multinational Finance Journal Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments October 31, 2014 erstellt Volltext nicht verfügbar |
Classification: | G13 - Contingent Pricing; Futures Pricing ; G14 - Information and Market Efficiency; Event Studies |
Source: | ECONIS - Online Catalogue of the ZBW |
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