Modeling Comovements in Trading Intensities to Distinguish Sector and Stock Specific News
L. Spierdijk,
Theo Nijman and
Arthur van Soest ()
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L. Spierdijk: Tilburg University, Center For Economic Research
No 2002-69, Discussion Paper from Tilburg University, Center for Economic Research
Keywords: stock exchanges; duration analysis (search for similar items in EconPapers)
Date: 2002
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Working Paper: Modeling Comovements in Trading Intensities to Distinguish Sector and Stock Specific News (2002) 
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