Intraday liquidity dynamics and news releases around price jumps: Evidence from the DJIA stocks
Kris Boudt and
Mikael Petitjean
No 2014006, LIDAM Reprints LFIN from Université catholique de Louvain, Louvain Finance (LFIN)
Date: 2014-01-01
Note: In : Journal of Financial Markets, Vol. 17, no. 1, p. 121-149 (2014)
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Journal Article: Intraday liquidity dynamics and news releases around price jumps: Evidence from the DJIA stocks (2014)
Working Paper: Intraday liquidity dynamics and news releases around price jumps: evidence from the DJIA stocks (2014)
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