Persistence of announcement effects on the intraday volatility of stock returns: evidence from individual data

Sylvie Lecarpentier-Moyal, Georges Prat, Patricia Renou-Maissant and Remzi Uctum

No 2013-05, Erudite Working Paper from Erudite

Date: 2013
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Citations: View citations in EconPapers (4)

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Related works:
Journal Article: Persistence of announcement effects on the intraday volatility of stock returns: Evidence from individual data (2017)
Journal Article: Persistence of announcement effects on the intraday volatility of stock returns: Evidence from individual data (2017)
Working Paper: Persistence of announcement effects on the intraday volatility of stock returns: Evidence from individual data (2017)
Working Paper: Persistence of announcement effects on the intraday volatility of stock returns: evidence from individual data (2014)
Working Paper: Persistence of announcement effects on the intraday volatility of stock returns: evidence from individual data (2014)
Working Paper: Persistence of announcement effects on the intraday volatility of stock returns: evidence from individual data (2013)
Working Paper: Persistence of announcement effects on the intraday volatility of stock returns: evidence from individual data (2013)
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