✦ LIBER ✦

MACROECONOMIC NEWS, STOCK TURNOVER, AND VOLATILITY CLUSTERING IN DAILY STOCK RETURNS

✍ Scribed by Robert Connolly; Chris Stivers

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Volatility clustering in monthly stock r

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U.S. and Japanese macroeconomic news and

✍ Evert B. Vrugt 📂 Article 📅 2009 🏛 Elsevier Science 🌐 English ⚖ 252 KB