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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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Georges Prat: EconomiX - UPN - Université Paris Nanterre - CNRS - Centre National de la Recherche Scientifique

Post-Print from HAL

Abstract: Forthcoming

Keywords: [No; keyword; available] (search for similar items in EconPapers)
Date: 2014
Note: View the original document on HAL open archive server: https://hal.archives-ouvertes.fr/hal-01638222
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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) Downloads
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 (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) Downloads
Working Paper: Persistence of announcement effects on the intraday volatility of stock returns: evidence from individual data (2013) Downloads
Working Paper: Persistence of announcement effects on the intraday volatility of stock returns: evidence from individual data (2013) Downloads
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