Were Stocks during the Financial Crisis More Jumpy: A Comparative Study
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Cited by:
- Hanousek Jan & Kočenda Evžen & Novotný Jan, 2012.
"The identification of price jumps,"
Monte Carlo Methods and Applications, De Gruyter, vol. 18(1), pages 53-77, January.
- Jan Hanousek & Evzen Kocenda & Jan Novotny, 2011. "The Identification of Price Jumps," CERGE-EI Working Papers wp434, The Center for Economic Research and Graduate Education - Economics Institute, Prague.
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More about this item
Keywords
financial markets; price jumps; extreme price movements; financial crisis;All these keywords.
JEL classification:
- G01 - Financial Economics - - General - - - Financial Crises
- P59 - Political Economy and Comparative Economic Systems - - Comparative Economic Systems - - - Other
NEP fields
This paper has been announced in the following NEP Reports:- NEP-CFN-2010-12-11 (Corporate Finance)
- NEP-FMK-2010-12-11 (Financial Markets)
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