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
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