Something in the Air: Information Density, News Surprises, and Price Jumps

Reference

Füss, R., Grabellus, M., Mager, F., & Stein, M. (2018). Something in the Air: Information Density, News Surprises, and Price Jumps. Journal of International Financial Markets, Institutions & Money, 53(March), 50-75. (ABDC_2022: A; ABS_2021: 3)

Publication type

Article in Scientific Journal

Persons

• Prof. Dr. Roland Füss

Organizational Units

• Institute for Finance

DOI