The dynamics of liquidity around price jumps Kris Boudt Lessius - K.U.Leuven R Finance[removed] - Price return - Document - PDFSEARCH.IO

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	The dynamics of liquidity around price jumps Kris Boudt Lessius - K.U.Leuven R/Finance[removed] Add to Reading List Document Date: 2011-05-19 21:22:24 Open Document File Size: 526,81 KB Share Result on Facebook MarketIndex Dow 30 / / Person Kris Boudt Lessius / / Position Data If rt / rt / Discrete time model for high frequency equispaced returns / SocialTag Investment Economics Abnormal return Day trading Event study Volatility Stock market Financial economics Mathematical finance

The dynamics of liquidity around price jumps Kris Boudt Lessius - K.U.Leuven R/Finance[removed]Add to Reading List