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Public information arrival and volatility of intraday stock returns
Kalev, Petko S.; Liu, Wai-man; Pham, Peter Kien; … - In: Journal of banking & finance 28 (2004) 6, pp. 1441-1467
Persistent link: https://www.econbiz.de/10002049619
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Public news arrival and the idiosyncratic volatility puzzle
Shi, Yanlin; Liu, Wai-man; Ho, Kin-Yip - In: Journal of empirical finance 37 (2016), pp. 159-172
Persistent link: https://www.econbiz.de/10011662979
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Public information arrival and stock return volatility : evidence from news sentiment and Markov Regime-Switching Approach
Shi, Yanlin; Ho, Kin-Yip; Liu, Wai-man - In: International review of economics & finance : IREF 42 (2016), pp. 291-312
Persistent link: https://www.econbiz.de/10011625119