jumps. Jumps, High-Frequency Data, Spurious Detections, Jumps Dynamics, News Releases, Cojumps …

the industry they operate in. We find that firm level information appears to be used as a gauge for transition risk, in …

We use the database leak of Mt. Gox exchange to analyze the dynamics of the price of bitcoin from June 2011 to November …

correlated fundamentals open sequentially. In both markets, subjects receive private information. Subjects in the market opening … information is only imperfectly aggregated, subjects are able to make correct inferences based on the public information coming … when it is rational to do so because they convey information …

correlated fundamentals open sequentially. In both markets, subjects receive private information. Subjects in the market opening … information is only imperfectly aggregated, subjects are able to make correct inferences based on the public information coming … when it is rational to do so because they convey information …

information and news channel. A novelty of the study is its use of data from Google Analytics on ECB website traffic as proxy for … communication on the information demand of the public and ultimately on inflation expectations. Overall, this study shows that …-term professional inflation expectations. Our findings add to the theoretical evidence on the existence of an information and news …

investigate their capital market implications in the United States by looking at price and trade reactions, information asymmetry … information in stress tests, especially at times of financial distress. Moreover, public disclosure seems to help reduce … private incentives to generate information or to have led to distorted incentives …

takers. During bursts, market makers no longer passively impound information from order flow into quotes-a departure from the …