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Public information arrival and volatility of intraday stock returns

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  • Kalev, Petko S.
  • Liu, Wai-Man
  • Pham, Peter K.
  • Jarnecic, Elvis

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  • Kalev, Petko S. & Liu, Wai-Man & Pham, Peter K. & Jarnecic, Elvis, 2004. "Public information arrival and volatility of intraday stock returns," Journal of Banking & Finance, Elsevier, vol. 28(6), pages 1441-1467, June.
    • Handle: RePEc:eee:jbfina:v:28:y:2004:i:6:p:1441-1467
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    References listed on IDEAS

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