News Arrival, Jump Dynamics, and Volatility Components for Individual Stock Returns
Article first published online: 25 MAR 2004
The Journal of Finance
Volume 59, Issue 2, pages 755–793, April 2004
How to Cite
Maheu, J. M. and McCurdy, T. H. (2004), News Arrival, Jump Dynamics, and Volatility Components for Individual Stock Returns. The Journal of Finance, 59: 755–793. doi: 10.1111/j.1540-6261.2004.00648.x
- Issue published online: 25 MAR 2004
- Article first published online: 25 MAR 2004
Options for accessing this content:
- If you are a society or association member and require assistance with obtaining online access instructions please contact our Journal Customer Services team.
- If your institution does not currently subscribe to this content, please recommend the title to your librarian.
- Login via other institutional login options http://onlinelibrary.wiley.com/login-options.
- You can purchase online access to this Article for a 24-hour period (price varies by title)
- If you already have a Wiley Online Library or Wiley InterScience user account: login above and proceed to purchase the article.
- New Users: Please register, then proceed to purchase the article.
Login via OpenAthens
Search for your institution's name below to login via Shibboleth.
Registered Users please login:
- Access your saved publications, articles and searches
- Manage your email alerts, orders and subscriptions
- Change your contact information, including your password
Please register to:
- Save publications, articles and searches
- Get email alerts
- Get all the benefits mentioned below!