Multifrequency news and stock returns

Laurent Calvet and Adlai Fisher

Journal of Financial Economics, 2007, vol. 86, issue 1, 178-212

Date: 2007
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (45)

Downloads: (external link)
http://www.sciencedirect.com/science/article/pii/S0304-405X(07)00090-6
Full text for ScienceDirect subscribers only

Related works:
Working Paper: Multifrequency News and Stock Returns (2011)
Working Paper: Multifrequency news and stock returns (2007)
Working Paper: Multifrequency News and Stock Returns (2005)
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:eee:jfinec:v:86:y:2007:i:1:p:178-212

Access Statistics for this article

Journal of Financial Economics is currently edited by G. William Schwert

More articles in Journal of Financial Economics from Elsevier
Bibliographic data for series maintained by Catherine Liu ().