Work

Events that Shook the Market: An Insight from Nonlinear Serial Dependencies in Intraday Returns

Year: 2006

Type: preprint

Source: SSRN Electronic Journal

DOI: 10.2139/ssrn.912603

Authors: Kian-Ping Lim, Melvin Hinich, Robert Darren Brooks

Institutions: University of Malaya, Applied Research Laboratories, The University of Texas at Austin, The University of Texas at Austin, Monash University

Language: English

Topic: Financial Markets and Investment Strategies

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: green

OpenAlex ID: W1515231040

Cites: 127

Cited by: 25

Related to: 10