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 journalArticleResearchpeer-review

    155 Citations (Scopus)
    Original languageEnglish
    Pages (from-to)1441 - 1467
    Number of pages27
    JournalJournal of Banking and Finance
    Volume28
    Issue number6
    DOIs
    Publication statusPublished - 2004

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