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The identification of price jumps
Hanousek, Jan; Kočenda, Evžen; Novotný, Jan - 2011
Persistent link: https://www.econbiz.de/10009159418
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Price jumps on European stock markets
Hanousek, Jan; Kočenda, Evžen; Novotný, Jan - 2013
Persistent link: https://www.econbiz.de/10010235638
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Price jump indicators : stock market empirics during the crisis
Novotný, Jan; Hanousek, Jan; Kočenda, Evžen - 2013
Persistent link: https://www.econbiz.de/10009788480
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Shluková analýza skoků na kapitálových trzích
Hanousek, Jan; Kočenda, Evžen; Novotný, Jan - In: Politická ekonomie : teorie, modelování, aplikace 64 (2016) 2, pp. 127-144
Persistent link: https://www.econbiz.de/10011472994
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Price jump behavior during financial distress : intuition, analysis, and a regulatory perspective
Novotný, Jan; Hanousek, Jan - In: Emerging markets and the global economy, (pp. 483-507). 2014
Persistent link: https://www.econbiz.de/10010434632
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Cenové skoky během finanční nejistoty : od intuice k regulační perspektivě
Hanousek, Jan; Novotný, Jan - In: Politická ekonomie : teorie, modelování, aplikace 62 (2014) 1, pp. 32-48
Persistent link: https://www.econbiz.de/10010414740
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Price jumps in Visegrad-country stock markets : an empirical analysis
Hanousek, Jan; Novotný, Jan - In: Emerging markets review 13 (2012) 2, pp. 184-201
Persistent link: https://www.econbiz.de/10010219485
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Price jump indicators : stock market empirics during the crisis
Novotný, Jan; Hanousek, Jan; Koèenda, Evžen - 2013
Persistent link: https://www.econbiz.de/10010440891
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Price jumps in Visegrad-country stock markets : an empirical analysis
Hanousek, Jan; Novotný, Jan - In: Emerging markets review 13 (2012) 2, pp. 184-201
Persistent link: https://www.econbiz.de/10010003804
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Price Jumps on European Stock Markets
Hanousek, Jan; Kočenda, Evžen; Novotný, Jan - William Davidson Institute, University of Michigan - 2013
We analyze the dynamics of price jumps and the impact of the European debt crisis using the high-frequency data reported by selected stock exchanges on the European continent during the period January 2008 to June 2012. We employ two methods to identify price jumps: Method 1 minimizes the...
Persistent link: https://www.econbiz.de/10011161366