Journal of Financial Markets Vol. 17 2014

Intraday liquidity dynamics and news releases around price jumps: Evidence from the DJIA stocks

Kris Boudt¹; Mikael Petitjean²

¹ Vrije Universiteit Amsterdam · ² UCLouvain

DOI

10.1016/j.finmar.2013.05.004

Volume

17

Pages

121-149

Language

en

Sources

openalex crossref

Cite

APA 7 MLA 9 Chicago (author–date) Harvard Elsevier Harvard (JFE, JBF…) The Accounting Review Academy of Management American Marketing Association INFORMS (Management Science) Copy citation Copied ✓