News Arrival, Jump Dynamics, and Volatility Components for...

News Arrival, Jump Dynamics, and Volatility Components for Individual Stock Returns

John M. Maheu and Thomas H. McCurdy
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Volume:
59
Language:
english
Journal:
The Journal of Finance
DOI:
10.2307/3694913
Date:
April, 2004
File:
PDF, 3.78 MB
english, 2004
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