Intraday liquidity dynamics and news releases around price jumps: Evidence from the DJIA stocks
| Autor: | Boudt, Kris, Petitjean, Mikael |
|---|---|
| Zdroj: | In Journal of Financial Markets January 2014 17:121-149 |
| Databáze: | ScienceDirect |
| Externí odkaz: |
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| Autor: | Boudt, Kris, Petitjean, Mikael |
|---|---|
| Zdroj: | In Journal of Financial Markets January 2014 17:121-149 |
| Databáze: | ScienceDirect |
| Externí odkaz: |
|
Full Text from ScienceDirect