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Uncovering the Skewness News Impact Curve:
Anatolyev, Stanislav
;
Petukhov, Anton
Journal of Financial Econometrics. 14 (2016) 4 - p. 746-771 , 2016
Link:
https://doi.org/10.1093/jjfinec/nbw005
RT Journal T1 <Title>Uncovering the Skewness News Impact Curve</Title> UL https://suche.suub.uni-bremen.de/peid=cr-10.1093_jjfinec_nbw005&Exemplar=1&LAN=DE A1 Anatolyev, Stanislav A1 Petukhov, Anton PB Oxford University Press (OUP) YR 2016 SN 1479-8409 SN 1479-8417 JF Journal of Financial Econometrics VO 14 IS 4 SP 746 OP 771 LK http://dx.doi.org/https://doi.org/10.1093/jjfinec/nbw005 DO https://doi.org/10.1093/jjfinec/nbw005 SF ELIB - SuUB Bremen
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