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Intraday liquidity dynamics and news releases around price jumps : evidence from the DJIA stocks
Boudt, Kris; Petitjean, Mikael - In: Journal of financial markets 17 (2014), pp. 121-149
Persistent link: https://www.econbiz.de/10010437262
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Estimation and decomposition of downside risk for portfolios with non-normal returns
Boudt, Kris; Peterson, Brian; Croux, Christophe - In: Journal of risk 11 (2008/09) 2, pp. 79-103
Persistent link: https://www.econbiz.de/10003809417
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Climate risks and state-level stock market realized volatility
Bonato, Matteo; Cepni, Oguzhan; Gupta, Rangan; … - In: Journal of financial markets 66 (2023), pp. 1-18
Persistent link: https://www.econbiz.de/10014473150
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Media abnormal tone, earnings announcements, and the stock market
Ardia, David; Bluteau, Keven; Boudt, Kris - In: Journal of financial markets 61 (2022), pp. 1-19
Persistent link: https://www.econbiz.de/10013540509