Skip to Main content Skip to Navigation
Conference papers

Persistence of announcement effects on the intraday volatility of stock returns: evidence from individual data

Abstract : Forthcoming
Document type :
Conference papers
Complete list of metadatas

https://hal-univ-paris10.archives-ouvertes.fr/hal-01411783
Contributor : Administrateur Hal Nanterre <>
Submitted on : Wednesday, December 7, 2016 - 4:36:54 PM
Last modification on : Tuesday, November 19, 2019 - 9:30:47 AM

Identifiers

  • HAL Id : hal-01411783, version 1

Citation

Sylvie Lecarpentier-Moyal, Georges Prat, Patricia Renou-Maissant, Remzi Uctum. Persistence of announcement effects on the intraday volatility of stock returns: evidence from individual data. 21st Forecasting Financial Markets Conference , 2014, Marseille, France. ⟨hal-01411783⟩

Share

Metrics

Record views

137