Information Arrival, News Sentiment, Volatilities and Jumps of Intraday Returns
Year of publication: |
[2021]
|
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Authors: | Qian, Ya ; Tu, Jun ; Petukhina, Alla ; Chen, Zilin |
Publisher: |
[S.l.] : SSRN |
Subject: | Volatilität | Volatility | Ankündigungseffekt | Announcement effect | Kapitaleinkommen | Capital income | Börsenkurs | Share price | Schätzung | Estimation | Informationsverbreitung | Information dissemination | ARCH-Modell | ARCH model | Handelsvolumen der Börse | Trading volume |
Extent: | 1 Online-Ressource (29 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments July 7, 2019 erstellt |
Other identifiers: | 10.2139/ssrn.3724814 [DOI] |
Classification: | C52 - Model Evaluation and Testing ; c55 ; c58 ; G14 - Information and Market Efficiency; Event Studies |
Source: | ECONIS - Online Catalogue of the ZBW |
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