The Arrival of News and Jumps in Stock Markets
Year of publication: |
2019
|
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Authors: | Kanniainen, Juho |
Other Persons: | Yue, Ye (contributor) |
Publisher: |
[2019]: [S.l.] : SSRN |
Subject: | Schätzung | Estimation | Aktienmarkt | Stock market | Börsenkurs | Share price | Ankündigungseffekt | Announcement effect | Volatilität | Volatility | Kapitaleinkommen | Capital income |
Extent: | 1 Online-Ressource (28 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments January 09, 2019 erstellt |
Other identifiers: | 10.2139/ssrn.2897503 [DOI] |
Classification: | G10 - General Financial Markets. General ; G14 - Information and Market Efficiency; Event Studies |
Source: | ECONIS - Online Catalogue of the ZBW |
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