Were Stocks during the Financial Crisis More Jumpy: A Comparative Study
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Keywordsfinancial markets; price jumps; extreme price movements; financial crisis;
- G01 - Financial Economics - - General - - - Financial Crises
- P59 - Economic Systems - - Comparative Economic Systems - - - Other
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2010-12-11 (All new papers)
- NEP-CFN-2010-12-11 (Corporate Finance)
- NEP-FMK-2010-12-11 (Financial Markets)
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