Something in the Air: Information Density, News Surprises, and Price Jumps

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Reference

Füss, R., Grabellus, M., Mager, F., & Stein, M. (2018). Something in the Air: Information Density, News Surprises, and Price Jumps. Journal of International Financial Markets, Institutions & Money, 53(March), 50-75. (ABDC_2016: A; ABDC_2019: A; ABS_2018: 3)

Publication type

Article in Scientific Journal

Persons

Organizational Units

  • Institute for Finance

DOI

http://dx.doi.org/https://doi.org/10.1016/j.intfin.2017.09.011