Firm-specific news arrival and the volatility of intraday stock index and futures returns


Autoria(s): Kalev, Petko S.; Duong, Huu Nhan
Contribuinte(s)

Mitra, Gautam

Mitra, Leela

Data(s)

01/01/2011

Identificador

http://hdl.handle.net/10536/DRO/DU:30039731

Idioma(s)

eng

Publicador

John Wiley

Relação

http://dro.deakin.edu.au/eserv/DU:30039731/duong-firmspecific-2011.pdf

http://dro.deakin.edu.au/eserv/DU:30039731/duong-firmspecific-evidence-2011.pdf

Tipo

Book Chapter