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

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

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Abstract: Forthcoming

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Date: 2014
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Published in 21st Forecasting Financial Markets Conference , 2014, Marseille, Unknown Region

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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 (2013)
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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