create a website

Qualitative similarity and stock price comovement. (2018). Box, Travis.
In: Journal of Banking & Finance.
RePEc:eee:jbfina:v:91:y:2018:i:c:p:49-69.

Full description at Econpapers || Download paper

Cited: 8

Citations received by this document

Cites: 46

References cited by this document

Cocites: 50

Documents which have cited the same bibliography

Coauthors: 0

Authors who have wrote about the same topic

Citations

Citations received by this document

  1. Common investor coverage and excess return comovement: Evidence from Seeking Alpha. (2024). Long, Huaigang ; Zaremba, Adam ; Zhou, Hang ; Zhang, Hanyu.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:96:y:2024:i:pc:s1059056024006853.

    Full description at Econpapers || Download paper

  2. Business aspects in focus, investor underreaction and return predictability. (2024). Jin, Zuben.
    In: Journal of Corporate Finance.
    RePEc:eee:corfin:v:84:y:2024:i:c:s0929119923001748.

    Full description at Econpapers || Download paper

  3. Corporate Fundamentals and Stock Price Co-Movement. (2024). Zhao, Yang ; Jiang, Jiawei ; Wang, Lyuhong.
    In: Papers.
    RePEc:arx:papers:2411.03922.

    Full description at Econpapers || Download paper

  4. Pair analyst coverage and return comovement: Evidence from China. (2023). Xiang, Xueman ; Yi, Biao.
    In: Pacific-Basin Finance Journal.
    RePEc:eee:pacfin:v:77:y:2023:i:c:s0927538x22002037.

    Full description at Econpapers || Download paper

  5. Characteristics and mechanisms of the U.S. stock market spillover effects on the Chinese A-share market: Evidence from 6 A-share broad-based and 31 sector indices. (2023). Shen, Weibing ; Huang, Junbo ; Tian, Huiting.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:87:y:2023:i:c:s1057521923001606.

    Full description at Econpapers || Download paper

  6. Drivers of risk correlation among financial institutions: A study based on a textual risk disclosure perspective. (2023). Jing, Zhongbo ; Feng, Yuyao ; Li, Jingyu.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:128:y:2023:i:c:s0264999323002808.

    Full description at Econpapers || Download paper

  7. Information‐driven stock price comovement. (2021). Box, Travis ; Shang, Danjue.
    In: Journal of Financial Research.
    RePEc:bla:jfnres:v:44:y:2021:i:2:p:403-429.

    Full description at Econpapers || Download paper

  8. Risk dependence between energy corporations: A text-based measurement approach. (2020). Li, jianping ; Zhu, Xiaoqian.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:68:y:2020:i:c:p:33-46.

    Full description at Econpapers || Download paper

References

References cited by this document

  1. Ahern, K.R. ; Sosyura, D. Who writes the news? Corporate press releases during merger negotiations. 2014 J. Financ.. LXIX 241-291

  2. Amihud, Y. ; Mendelson, H. ; Lauterbachc, B. Market microstructure and securities values: evidence from the Tel Aviv Stock exchange. 1997 J. Financ. Econ.. 45 365-390

  3. Anton, M. ; Polk, C. Connected stocks. 2014 J. Financ.. LXIX 1099-1127
    Paper not yet in RePEc: Add citation now
  4. Arellano, M. ; Bond, S. Some Tests of Specification for Panel Data: Monte Carlo Evidence and an Application to Employment Equations. 1991 Rev. Econ. Stud.. 58 277-297

  5. Arellano, M. ; Bover, O. Another look at the instrumental variable estimation of error-components models. 1995 J. Econom.. 68 29-51

  6. Asness, C.S. ; Moskowitz, T.J. ; Pedersen, L.H. Value and momentum everywhere. 2013 J. Financ.. LXVIII 929-985

  7. Barber, B.M. ; Loeffler, D. The "Dartboard" column: second-hand information and price pressure. 1993 J. Financ. Quant. Anal.. 28 273-284

  8. Barberis, N. ; Schleifer, A. Style investing. 2003 J. Financ. Econ.. 75 161-200
    Paper not yet in RePEc: Add citation now
  9. Barberis, N. ; Shleifer, A. ; Wurgler, J. Comovement. 2005 J. Financ. Econ.. 75 283-317
    Paper not yet in RePEc: Add citation now
  10. Bekaert, G. ; Campbell, R.H. ; Angela, N. Market integration and contagion. 2005 J. Bus.. 78 39-79

  11. Bekaert, G. ; Robert, J.H. ; Xiaoyan, Z. International stock return comovements. 2009 J. Financ.. LXIV 2591-2627

  12. Bilisoly, R. Practical Text Mining with Perl. 2008 John Wiley & Sons. Inc: Hoboken, New Jersey
    Paper not yet in RePEc: Add citation now
  13. Blundell, R. ; Bond, S. Initial conditions and moment restrictions in dynamic panel data models. 1998 J. Econom.. 87 115-143

  14. Box, T. ; Davis, R. ; Hill, M. ; Lawrey, C. Operating performance and aggressive trade credit policies. 2018 J. Bank. Financ.. 89 192-208

  15. Box, T., Shang, D., 2018. Information Driven Stock Price Comovement. Working paper.
    Paper not yet in RePEc: Add citation now
  16. Boyer, B.H. Style-related comovement: fundamentals or labels. 2011 J. Financ.. LXVI 307-332

  17. Brandt, M.W. ; Brav, A. ; Graham, J.R. ; Kumar, A. The idiosyncratic volatility puzzle: time trend of specualtive episode. 2010 Rev. Financ. Stud.. 23 865-899

  18. Cameron, A.C. ; Gelbach, J.B. ; Miller, D.L. Robust inference with multi-way clustering. 2011 J. Bus. Econ. Stat.. 29 238-249

  19. Campbell, J.Y. ; Lettau, M. ; Malkiel, B.G. ; Xu, Y. Have individual stocks become more volatile? An empirical exploration of idiosyncratic risk. 2001 J. Financ.. LVI 1-43

  20. Cao, J. ; Chordia, T. ; Lin, C. Alliances and return predictability. 2016 J. Financ. Quant. Anal.. 51 1689-1717

  21. Carhart, M.M. On persistence in mutual fund performance. 1997 J. Financ.. LII 57-82

  22. Chen, H., Chen, S., Li, F., 2012. Empirical Investigation of an Equity Pairs Trading Strategy. Working paper.
    Paper not yet in RePEc: Add citation now
  23. Cohen, L. ; Frazzini, A. Economic links and predictable returns. 2008 J. Financ.. LXII 1977-2011

  24. Cohen, L. ; Lou, D. Complicated firms. 2012 J. Financ. Econ.. 104 383-400
    Paper not yet in RePEc: Add citation now
  25. DeMiguel, V. ; Garlappi, L. ; Uppal, R. Optimal versus naive diversification: how inefficient is the 1/N portfolio strategy?. 2009 Rev. Financ. Stud.. 22 1915-1953

  26. Fang, L. ; Peress, J. Media coverage and the cross-section of stock returns. 2009 J. Financ.. LXIV 2023-2052

  27. Friedman, J. ; Hastie, T. ; Tibshirani, R. Regularization paths for generalized linear models via coordinate descent. 2010 J. Stat. Softw.. 23 1-22

  28. Green, T.C. ; Hwang, B.-H. Price-based return comovement. 2009 J. Financ. Econ.. 93 37-50

  29. Hoberg, G. ; Phillips, G. Dynamic Text-Based Industries and Endogenous Product Differentiation. 2010 National Bureau of Economic Research, Inc:
    Paper not yet in RePEc: Add citation now
  30. Hoberg, G. ; Phillips, G. Product market synergies and competition in mergers and acquisitions: a text-based analysis. 2010 Rev. Financ. Stud.. 23 3773-3811

  31. Hoberg, G., and G. Phillips. 2015c. Hoberg-Phillips Industry Classification Library. Accessed 11 6, 2015. http://cwis.usc.edu/projects/industrydata/industryclass.htm.
    Paper not yet in RePEc: Add citation now
  32. Irvine, P.J. ; Pontiff, J. Idiosyncratic return volatility, cash flows, and product markets. 2009 Rev. Financ. Stud.. 22 1149-1177

  33. Israelsen, R.D. Does common analyst coverage explain excess comovement?. 2015 J. Financ. Quant. Anal. 51 1193-1229
    Paper not yet in RePEc: Add citation now
  34. Kleinbaum, A.M. ; Stuart, T.E. ; Tushman, MichaelL. Discretion within constraint: homophily and structure in a formal organization. 2013 Organ. Sci.. 24 1316-1336

  35. Ledoit, O. ; Wolf, M. Improved estimation of the covariance matrix of stock returns with an application to portfolio selection. 2003 J. Empir. Financ.. 10 603-621

  36. Menzly, L. ; Ozbas, O. Market segmentation and cross-predictability of returns. 2010 J. Financ.. LXV 1555-1580

  37. Muslu, V. ; Rebello, M. ; Xu, Y. Sell-side analyst research and stock comovement. 2014 J. Account. Res.. 52 911-954

  38. Peress, J. The media and the diffusion of information in financial markets: evidence from newspaper strikes. 2014 J. Financ.. LXIX 2007-2043

  39. Pindyck, R.S. ; Rotemberg, J. The comovement of stock prices. 1993 Q. J. Econ.. 108 1073-1104

  40. Pirinsky, C. ; Wang, Q. Does corporate headquarters location matter for stock returns. 2006 J. Financ.. LXI 1991-2015

  41. Scherbina, A., Schlusche, B., 2015. Economic Linkages Inferred from News Stories and the Predictability of Stock Returns. Working paper.
    Paper not yet in RePEc: Add citation now
  42. Tetlock, P.C. All the News that's fit to reprint: do investors react to stale information. 2011 Rev. Financ. Stud.. 24 1481-1512

  43. Tetlock, P.C. Giving content to investor sentiment: the role of media in the stock market. 2007 J. Financ.. LXII 1139-1168

  44. Tetlock, P.C. ; Saar-Tsechansky, M. ; Macskassy, S. More than words: quantifying language to measure firms' fundamentals. 2008 J. Financ.. LXIII 1437-1467

  45. Windmeijer, F. A finite sample correction for the variance of linear efficient two-step GMM estimators. 2005 J. Econom.. 126 25-51

  46. Wintoki, M.B. ; Linck, J.S. ; Netter, J.M. Endogeneity and the dynamics of internal corporate governance. 2012 J. Financ. Econ.. 105 581-606

Cocites

Documents in RePEc which have cited the same bibliography

  1. Mandatory disclosure tone and bank risk-taking: Evidence from Europe. (2020). Verdoliva, Vincenzo ; Sampagnaro, Gabriele ; del Gaudio, Belinda L ; Megaravalli, Amith V.
    In: Economics Letters.
    RePEc:eee:ecolet:v:186:y:2020:i:c:s0165176519302538.

    Full description at Econpapers || Download paper

  2. Corporate media connections and merger outcomes. (2020). Hossain, Md Miran ; Javakhadze, David.
    In: Journal of Corporate Finance.
    RePEc:eee:corfin:v:65:y:2020:i:c:s0929119920301802.

    Full description at Econpapers || Download paper

  3. Automatic summarization of earnings releases: attributes and effects on investors’ judgments. (2019). Hollander, Stephan ; Cardinaels, Eddy ; White, Brian J.
    In: Review of Accounting Studies.
    RePEc:spr:reaccs:v:24:y:2019:i:3:d:10.1007_s11142-019-9488-0.

    Full description at Econpapers || Download paper

  4. “Some fuzzy math”: relational information on debt value adjustments by managers and the financial press. (2019). Kaumanns, Sebastian.
    In: Business Research.
    RePEc:spr:busres:v:12:y:2019:i:2:d:10.1007_s40685-018-0065-3.

    Full description at Econpapers || Download paper

  5. Good news for environmental self-regulation? Finding the right link. (2019). Khanna, Neha ; Wang, Yanbing ; Bogan, Vicki L ; Delgado, Michael S.
    In: Journal of Environmental Economics and Management.
    RePEc:eee:jeeman:v:94:y:2019:i:c:p:217-235.

    Full description at Econpapers || Download paper

  6. News media coverage and corporate leverage adjustments. (2019). Dang, Tung ; Nguyen, Lily ; Moshirian, Fariborz ; Zhang, Bohui.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:109:y:2019:i:c:s0378426619302419.

    Full description at Econpapers || Download paper

  7. What drives merger outcomes?. (2019). Jurich, Stephen N ; Walker, Mark M.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:48:y:2019:i:c:p:757-775.

    Full description at Econpapers || Download paper

  8. Bidder earnings forecasts in mergers and acquisitions. (2019). Meeks, Geoff ; Amel-Zadeh, Amir.
    In: Journal of Corporate Finance.
    RePEc:eee:corfin:v:58:y:2019:i:c:p:373-392.

    Full description at Econpapers || Download paper

  9. The Intangibles Song in Takeover Announcements: Good Tempo, Hollow Tune. (2019). Wagner, Alexander ; Filipovic, Zoran.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:13560.

    Full description at Econpapers || Download paper

  10. Founder CEOs and new venture media coverage. (2018). Howard, Michael D ; Kolb, Johannes.
    In: Hohenheim Discussion Papers in Business, Economics and Social Sciences.
    RePEc:zbw:hohdps:012018.

    Full description at Econpapers || Download paper

  11. Predicting Adverse Media Risk using a Heterogeneous Information Network. (2018). Mizuno, Takayuki ; Hisano, Ryohei ; Sornette, Didier.
    In: Working Papers on Central Bank Communication.
    RePEc:upd:utmpwp:004.

    Full description at Econpapers || Download paper

  12. Competition and voluntary disclosure: evidence from deregulation in the banking industry. (2018). Gerakos, Joseph ; Granja, Joo ; Burks, Jeffrey J ; Cuny, Christine.
    In: Review of Accounting Studies.
    RePEc:spr:reaccs:v:23:y:2018:i:4:d:10.1007_s11142-018-9463-1.

    Full description at Econpapers || Download paper

  13. Narcissism is a bad sign: CEO signature size, investment, and performance. (2018). Wang, Sean ; Seybert, Nicholas ; Ham, Charles.
    In: Review of Accounting Studies.
    RePEc:spr:reaccs:v:23:y:2018:i:1:d:10.1007_s11142-017-9427-x.

    Full description at Econpapers || Download paper

  14. Coverage news and companies’ stock abnormal returns. (2018). Alves, Carlos ; Nogueira, Ana Luisa.
    In: FEP Working Papers.
    RePEc:por:fepwps:608.

    Full description at Econpapers || Download paper

  15. Behavioral Corporate Finance. (2018). Malmendier, Ulrike.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:25162.

    Full description at Econpapers || Download paper

  16. Tweeting the financial market: Media effect in the era of Big Data. (2018). Xia, Xinping ; Liu, Peipei.
    In: Pacific-Basin Finance Journal.
    RePEc:eee:pacfin:v:51:y:2018:i:c:p:267-290.

    Full description at Econpapers || Download paper

  17. Qualitative similarity and stock price comovement. (2018). Box, Travis.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:91:y:2018:i:c:p:49-69.

    Full description at Econpapers || Download paper

  18. Alternative corporate governance: Domestic media coverage of mergers and acquisitions in China. (2018). Cu, Wei Hua ; Borochin, Paul.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:87:y:2018:i:c:p:1-25.

    Full description at Econpapers || Download paper

  19. Discussion of “earnings announcement promotions: A Yahoo Finance field experiment”. (2018). Engelberg, Joseph.
    In: Journal of Accounting and Economics.
    RePEc:eee:jaecon:v:66:y:2018:i:2:p:415-418.

    Full description at Econpapers || Download paper

  20. Earnings announcement promotions: A Yahoo Finance field experiment. (2018). Laptev, Nikolay ; Ryans, James ; Sun, Estelle ; Lawrence, Alastair.
    In: Journal of Accounting and Economics.
    RePEc:eee:jaecon:v:66:y:2018:i:2:p:399-414.

    Full description at Econpapers || Download paper

  21. The rise before the close: Underwriter trading around SEOs. (2018). Low, Siyuan Adrian ; Foley, Sean ; Svec, Jiri ; Kwan, Amy.
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:48:y:2018:i:c:p:221-235.

    Full description at Econpapers || Download paper

  22. Predicting Adverse Media Risk using a Heterogeneous Information Network. (2018). Mizuno, Takayuki ; Hisano, Ryohei ; Sornette, Didier.
    In: CARF F-Series.
    RePEc:cfi:fseres:cf449.

    Full description at Econpapers || Download paper

  23. Economic Consequences of Announcing Strategic Alternatives. (2017). Zha Giedt, Jenny.
    In: MPRA Paper.
    RePEc:pra:mprapa:81356.

    Full description at Econpapers || Download paper

  24. News Dissemination and Investor Attention. (2017). Ginglinger, Edith ; Degeorge, Francois ; Boulland, Romain.
    In: Review of Finance.
    RePEc:oup:revfin:v:21:y:2017:i:2:p:761-791..

    Full description at Econpapers || Download paper

  25. Announcing the announcement. (2017). Boulland, Romain ; Dessaint, Olivier.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:82:y:2017:i:c:p:59-79.

    Full description at Econpapers || Download paper

  26. The attenuation effect of social media: Evidence from acquisitions by large firms. (2017). Khalil, Samer ; Mazboudi, Mohamad.
    In: Journal of Financial Stability.
    RePEc:eee:finsta:v:28:y:2017:i:c:p:115-124.

    Full description at Econpapers || Download paper

  27. The Informational Role of the Media in Private Lending. (2017). Bushman, Robert M ; Wittenberg-Moerman, Regina ; Williams, Christopher D.
    In: Journal of Accounting Research.
    RePEc:bla:joares:v:55:y:2017:i:1:p:115-152.

    Full description at Econpapers || Download paper

  28. Financial Hedging and Firm Performance: Evidence from Cross€ border Mergers and Acquisitions. (2017). Chen, Zhong ; Zeng, Yeqin ; Han, BO.
    In: European Financial Management.
    RePEc:bla:eufman:v:23:y:2017:i:3:p:415-458.

    Full description at Econpapers || Download paper

  29. Financial media, price discovery, and merger arbitrage. (2016). Zechner, Josef ; Buehlmaier, Matthias.
    In: CFS Working Paper Series.
    RePEc:zbw:cfswop:551.

    Full description at Econpapers || Download paper

  30. The Effect of Infomation on Financial Markets: A Survey. (2016). Chouliaras, Andreas.
    In: MPRA Paper.
    RePEc:pra:mprapa:71396.

    Full description at Econpapers || Download paper

  31. Mergers and acquisitions by Chinese firms: A review and comparison with other mergers and acquisitions research in the leading journals. (2016). Zhu, QI.
    In: Asia Pacific Journal of Management.
    RePEc:kap:asiapa:v:33:y:2016:i:4:d:10.1007_s10490-016-9465-0.

    Full description at Econpapers || Download paper

  32. Managers set the tone: Equity incentives and the tone of earnings press releases. (2016). Thewissen, James ; Boudt, Kris ; Arslan-Ayaydin, Özgür.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:72:y:2016:i:s:p:s132-s147.

    Full description at Econpapers || Download paper

  33. Is More News Good News? Media Coverage of CEOs, Firm Value, and Rent Extraction. (2015). Nguyen, Bang Dang.
    In: Quarterly Journal of Finance (QJF).
    RePEc:wsi:qjfxxx:v:05:y:2015:i:04:n:s2010139215500202.

    Full description at Econpapers || Download paper

  34. Institutional Investors, Annual Reports, Textual Analysis and Stock Returns: Evidence from SEC EDGAR 10-K and 13-F Forms. (2015). Chouliaras, Andreas.
    In: MPRA Paper.
    RePEc:pra:mprapa:65875.

    Full description at Econpapers || Download paper

  35. The Pessimism Factor: SEC EDGAR Form 10-K Textual Analysis and Stock Returns. (2015). Chouliaras, Andreas.
    In: MPRA Paper.
    RePEc:pra:mprapa:65585.

    Full description at Econpapers || Download paper

  36. High Frequency Newswire Textual Sentiment: Evidence from international stock markets during the European Financial Crisis. (2015). Chouliaras, Andreas.
    In: MPRA Paper.
    RePEc:pra:mprapa:62524.

    Full description at Econpapers || Download paper

  37. What do ads buy? Daily coverage of listed companies on the Italian press. (2015). Puglisi, Riccardo ; Gambaro, Marco.
    In: European Journal of Political Economy.
    RePEc:eee:poleco:v:39:y:2015:i:c:p:41-57.

    Full description at Econpapers || Download paper

  38. Price support by bank-affiliated mutual funds. (2015). Marin, Jose ; Golez, Benjamin.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:115:y:2015:i:3:p:614-638.

    Full description at Econpapers || Download paper

  39. Corporate social responsibility and media coverage. (2015). Cahan, Steven F ; Nguyen, Nhut H ; Chen, LI.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:59:y:2015:i:c:p:409-422.

    Full description at Econpapers || Download paper

  40. Media news and earnings management prior to equity offerings. (2015). Mansi, Sattar ; Chahine, Salim ; Mazboudi, Mohamad.
    In: Journal of Corporate Finance.
    RePEc:eee:corfin:v:35:y:2015:i:c:p:177-195.

    Full description at Econpapers || Download paper

  41. Multinational investment and voluntary disclosure: Project-level evidence from the petroleum industry. (2015). Weiner, Robert J. ; Cannizzaro, Anthony P..
    In: Accounting, Organizations and Society.
    RePEc:eee:aosoci:v:42:y:2015:i:c:p:32-47.

    Full description at Econpapers || Download paper

  42. The Effect of Investor Attention on the Pricing of Seasoned Equity Offerings. (2015). Pinto-Gutierrez, Cristian.
    In: Serie Working Papers.
    RePEc:dsr:wpaper:20.

    Full description at Econpapers || Download paper

  43. Strategic News Releases in Equity Vesting Months. (2014). Groen-Xu, Moqi ; Edmans, Alex ; Wang, Yanbo ; Goncalves-Pinto, Luis.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:20476.

    Full description at Econpapers || Download paper

  44. The Long-Run Role of the Media: Evidence from Initial Public Offerings. (2014). Sherman, Ann ; Zhang, Yong ; Liu, Laura Xiaolei.
    In: Management Science.
    RePEc:inm:ormnsc:v:60:y:2014:i:8:p:1945-1964.

    Full description at Econpapers || Download paper

  45. Tailspotting: Identifying and profiting from CEO vacation trips. (2014). Yermack, David.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:113:y:2014:i:2:p:252-269.

    Full description at Econpapers || Download paper

  46. Winners in the spotlight: Media coverage of fund holdings as a driver of flows. (2014). Soltes, Eugene ; Sosyura, Denis ; Solomon, David H..
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:113:y:2014:i:1:p:53-72.

    Full description at Econpapers || Download paper

  47. Strategic News Releases in Equity Vesting Months. (2014). Edmans, Alex ; Wang, Yanbo ; Xu, Moqi ; Goncalves-Pinto, Luis.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:10144.

    Full description at Econpapers || Download paper

  48. No News is News: Do Markets Underreact to Nothing?. (2013). Giglio, Stefano ; Shue, Kelly.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:18914.

    Full description at Econpapers || Download paper

  49. The Media and the Diffusion of Information in Financial Markets: Evidence from Newspaper Strikes. (2013). peress, joel.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:9653.

    Full description at Econpapers || Download paper

  50. And Now, The Rest of the News: Volatility and Firm Specific News Arrival. (2012). Lunde, Asger ; Engle, Robert ; Hansen, Martin Klint.
    In: CREATES Research Papers.
    RePEc:aah:create:2012-56.

    Full description at Econpapers || Download paper

Coauthors

Authors registered in RePEc who have wrote about the same topic

Report date: 2025-10-05 19:38:48 || Missing content? Let us know

CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated August, 3 2024. Contact: Jose Manuel Barrueco.