What Causes “Jumps” in Stock Prices?

Nabil Bouamara, Kris Boudt, Anna Cole, Sebastien Laurent and Christopher Neely

On the Economy from Federal Reserve Bank of St. Louis

Abstract: An analysis examines which types of macroeconomic announcements tend to be most often associated with jumps in U.S. stock prices.

Keywords: stock prices; macroeconomic announcements; high-frequency data (search for similar items in EconPapers)
Date: 2025-09-29
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Persistent link: https://EconPapers.repec.org/RePEc:fip:l00001:101824

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