News Arrival, Jump Dynamics, and Volatility Components for Individual Stock Returns

Journal of Finance

Volumn 59, Issue 2, 2004, Pages 755-793

  Maheu, John M ^a   McCurdy, Thomas H ^b,c  

^a UNIVERSITY OF TORONTO   (Canada)

^b UNIVERSITY OF TORONTO   (Canada)

^c NONE

Author keywords

[No Author keywords available]

Indexed keywords

EID: 1842713110     PISSN: 00221082     EISSN: None     Source Type: Journal    
DOI: 10.1111/j.1540-6261.2004.00648.x     Document Type: Article

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