Liquidity dynamics around jumps : the evidence from the Warsaw Stock Exchange
Year of publication: |
2016
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Authors: | Będowska-Sójka, Barbara |
Published in: |
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets. - Philadelphia, Pa. : Routledge Taylor & Francis Group, ISSN 1540-496X, ZDB-ID 2089472-7. - Vol. 52.2016, 10/12, p. 2740-2755
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Subject: | Intraday data | jumps | liquidity variables | news | Polen | Poland | Börsenkurs | Share price | Liquidität | Liquidity | Börse | Bourse | Volatilität | Volatility | Aktienmarkt | Stock market | Handelsvolumen der Börse | Trading volume | Ankündigungseffekt | Announcement effect | Schätzung | Estimation | Kapitaleinkommen | Capital income |
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