Intraday Liquidity Dynamics and News Releases around Price Jumps : Evidence from the DJIA Stocks
Year of publication: |
2016
|
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Authors: | Boudt, Kris |
Other Persons: | Petitjean, Mikael (contributor) |
Publisher: |
[2016]: [S.l.] : SSRN |
Subject: | Börsenkurs | Share price | Volatilität | Volatility | Ankündigungseffekt | Announcement effect |
Extent: | 1 Online-Ressource (39 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | In: Journal of Financial Markets, 17, 121–149 Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments November 30, 2010 erstellt |
Other identifiers: | 10.2139/ssrn.1717791 [DOI] |
Source: | ECONIS - Online Catalogue of the ZBW |
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