Beltran Lopez, Helena (contributor); … - 2004
volatility periods, we do not focus
on one (or succession of) extreme event(s). In our empirical analysis, using high …
market.
The results (which also include an event study for one of the stock) indicate that while ex-ante
or ex-post trading … an event study for
the Delhaize stock. The second part of the empirical analysis (trading dynamics and VAR analysis)
is …