Work

Intraday jumps and US macroeconomic news announcements

Year: 2011

Type: article

Source: Journal of Banking & Finance

DOI: 10.1016/j.jbankfin.2011.02.018

Author: Kevin P. Evans

Institution: Cardiff University

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W2013814711

FWCI: 17.19

Cites: 36

Cited by: 145

Related to: 10