Public information arrival and volatility of intraday stock returns

Petko Stefanov Kalev, Wai-Man Raymond Liu, Peter Kien Pham, Elvis Jarnecic

Research output: Contribution to journal › Article › Research › peer-review

Original language	English
Pages (from-to)	1441 - 1467
Number of pages	27
Journal	Journal of Banking and Finance
Volume	28
Issue number	6
DOIs	https://doi.org/10.1016/S0378-4266(03)00126-2
Publication status	Published - 2004

Access to Document

@article{317a02747c884e60b7b59aca12beab50,

title = "Public information arrival and volatility of intraday stock returns",

author = "Kalev, {Petko Stefanov} and Liu, {Wai-Man Raymond} and Pham, {Peter Kien} and Elvis Jarnecic",

year = "2004",

doi = "10.1016/S0378-4266(03)00126-2",

language = "English",

volume = "28",

pages = "1441 -- 1467",

journal = "Journal of Banking and Finance",

issn = "0378-4266",

publisher = "Elsevier",

number = "6",

}

TY - JOUR

T1 - Public information arrival and volatility of intraday stock returns

AU - Kalev, Petko Stefanov

AU - Liu, Wai-Man Raymond

AU - Pham, Peter Kien

AU - Jarnecic, Elvis

PY - 2004

Y1 - 2004

UR - http://www.sciencedirect.com

U2 - 10.1016/S0378-4266(03)00126-2

DO - 10.1016/S0378-4266(03)00126-2

M3 - Article

VL - 28

SP - 1441

EP - 1467

JO - Journal of Banking and Finance

JF - Journal of Banking and Finance

SN - 0378-4266

IS - 6

ER -