Something in the air: Information density, news surprises,...

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Journal of International Financial Markets, Institutions and Money 2017 / 9

Something in the air: Information density, news surprises, and price jumps

Füss, Roland, Grabellus, Markus, Mager, Ferdinand, Stein, Michael
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Language:
english
Journal:
Journal of International Financial Markets, Institutions and Money
DOI:
10.1016/j.intfin.2017.09.011
Date:
September, 2017
File:
PDF, 1.50 MB
english, 2017
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