Information arrival as price jumps (Q3145035)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Information arrival as price jumps |
scientific article |
Statements
Information arrival as price jumps (English)
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13 December 2012
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stock beta
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price jump
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Lévy process
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noise trading
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information
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return skew
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asymmetric beta
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