Jumps and information flow in financial markets
Year of publication: |
2012
|
---|---|
Authors: | Lee, Suzanne S. |
Published in: |
The review of financial studies. - Cary, NC : Oxford Univ. Press, ISSN 0893-9454, ZDB-ID 1043666-2. - Vol. 25.2012, 2, p. 439-479
|
Subject: | Aktienmarkt | Stock market | Volatilität | Volatility | Ankündigungseffekt | Announcement effect | Wirtschaftslage | Macroeconomic performance | USA | United States | 1993-2008 |
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