What factors are associated with stock price jumps in high frequency?
Yongkil Ahn, Shih-Chuan Tsai
| Year of publication: |
2021
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|---|---|
| Authors: | Ahn, Yongkil ; Tsai, Shih-Chuan |
| Published in: |
Pacific-Basin finance journal. - Amsterdam [u.a.] : Elsevier, ISSN 0927-538X, ZDB-ID 1343420-2. - Vol. 68.2021, p. 1-13
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| Subject: | Big data | Herding | Information asymmetry | Liquidity | Machine learning | Signed jumps | Börsenkurs | Share price | Asymmetrische Information | Asymmetric information | Volatilität | Volatility | Herdenverhalten | Künstliche Intelligenz | Artificial intelligence | Big Data | Kapitaleinkommen | Capital income |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.pacfin.2021.101602 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013332479