Stock crashes and jumps reactions to information demand and supply: an intraday analysis

DOI10.1007/S10690-020-09327-ZzbMath1495.91109OpenAlexW3099496805MaRDI QIDQ2166091

Yongjie Jessica Zhang, Xiao Li, Gang Chu, Dehua Shen

Publication date: 23 August 2022

Published in: Asia-Pacific Financial Markets (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10690-020-09327-z

zbMATH Keywords

information asymmetryinformation supplyinformation demandintraday crashesintraday jumps

Mathematics Subject Classification ID

Financial markets (91G15)

Cites Work

• A Subordinated Stochastic Process Model with Finite Variance for Speculative Prices
• CEO Age and Stock Price Crash Risk*

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