Unscheduled News and Market Dynamics
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Abstract
Suggested Citation
DOI: 10.1111/jofi.12717
Note: View the original document on HAL open archive server: https://hal.archives-ouvertes.fr/hal-01947875
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Other versions of this item:
- Jérôme Dugast, 2018. "Unscheduled News and Market Dynamics," Journal of Finance, American Finance Association, vol. 73(6), pages 2537-2586, December.
Citations
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Cited by:
- Pierre-Olivier Weill, 2020.
"The search theory of OTC markets,"
NBER Working Papers
27354, National Bureau of Economic Research, Inc.
- Weill, Pierre-Olivier, 2020. "The search theory of OTC markets," CEPR Discussion Papers 14847, C.E.P.R. Discussion Papers.
- Degryse, Hans & Karagiannis, Nikolaos, 2019. "Priority Rules," CEPR Discussion Papers 14127, C.E.P.R. Discussion Papers.
- Foucault, T., 2016. "Where are the risks in high frequency trading?," Financial Stability Review, Banque de France, issue 20, pages 53-67, April.
- Yuewen Xiao & Xiangkang Yin & Jing Zhao, 2020. "Jumps, News, And Subsequent Return Dynamics: An Intraday Study," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 43(3), pages 705-731, August.
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Keywords
financial markets; stocks; order; trade;Statistics
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