Information Disclosure and Intraday Price Discovery: Evidence from Jumps
Bradley, Daniel J., Clarke, Jonathan, Lee, Suzanne S., Ornthanalai, ChayawatAnnée:
2011
Langue:
english
Journal:
SSRN Electronic Journal
DOI:
10.2139/ssrn.1571920
Fichier:
PDF, 822 KB
english, 2011