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 2013-27, Working Papers from Department of Research, Ipag Business School

Pages: pages
Date: 2013-01-01
New Economics Papers: this item is included in nep-mst
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Citations: View citations in EconPapers (5)

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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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