Showing 1 - 10 of 18,195
Persistent link: https://www.econbiz.de/10003897758
direction of company-specific news. Information-implied reactions in returns, volatility as well as liquidity demand and supply … London Stock Exchange (LSE), we find market-wide robust news-dependent responses in volatility and trading volume. However … shown. -- firm-specific news ; news sentiment ; high-frequency data ; volatility ; liquidity ; abnormal returns …
Persistent link: https://www.econbiz.de/10003931807
Persistent link: https://www.econbiz.de/10008806499
direction of company-specific news. Information-implied reactions in returns, volatility as well as liquidity demand and supply … London Stock Exchange (LSE), we find market-wide robust news-dependent responses in volatility and trading volume. However … shown. -- Firm-specific News ; News Sentiment ; High-frequency Data ; Volatility ; Liquidity ; Abnormal Returns …
Persistent link: https://www.econbiz.de/10003947435
Persistent link: https://www.econbiz.de/10011437528
Persistent link: https://www.econbiz.de/10010234289
Persistent link: https://www.econbiz.de/10012237548
Persistent link: https://www.econbiz.de/10011588927
Persistent link: https://www.econbiz.de/10011686562
Persistent link: https://www.econbiz.de/10011987237