Title of article
Multifrequency news and stock returns
Author/Authors
Laurent E. Calvet، نويسنده , , Adlai J. Fisher، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2007
Pages
35
From page
178
To page
212
Keywords
Long-run risks , learning , Volatility feedback , Multifrequency news
Journal title
Journal of Financial Economics
Serial Year
2007
Journal title
Journal of Financial Economics
Record number
257967
Link To Document