Information arrival as price jumps (Q3145035)
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scientific article; zbMATH DE number 6115643
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Information arrival as price jumps |
scientific article; zbMATH DE number 6115643 |
Statements
Information arrival as price jumps (English)
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13 December 2012
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stock beta
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price jump
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Lévy process
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noise trading
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information
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return skew
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asymmetric beta
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0.7502918839454651
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0.7473670840263367
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0.7211554646492004
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0.7146422863006592
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