EconPapers    
Economics at your fingertips  
 

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)
References: Add references at CitEc
Citations: View citations in EconPapers (45)

There are no downloads for this item, see the EconPapers FAQ for hints about obtaining it.

Related works:
Journal Article: Intraday liquidity dynamics and news releases around price jumps: Evidence from the DJIA stocks (2014) Downloads
Working Paper: Intraday liquidity dynamics and news releases around price jumps: evidence from the DJIA stocks (2014)
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:ajf:louvlr:2014006

Access Statistics for this paper

More papers in LIDAM Reprints LFIN from Université catholique de Louvain, Louvain Finance (LFIN) Voie du Roman Pays 34, 1348 Louvain-la-Neuve (Belgium). Contact information at EDIRC.
Bibliographic data for series maintained by Séverine De Visscher ().

 
Page updated 2024-07-01
Handle: RePEc:ajf:louvlr:2014006