What Triggers Stock Market Jumps?
收藏NBER2021-04-01 更新2025-01-04 收录
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https://www.nber.org/papers/w28687
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资源简介：
We examine next-day newspaper accounts of large daily jumps in 19 national stock markets to assess their proximate cause, clarity as to cause, and geographic source. Our sample of over 8,000 jumps, reaching back to 1900 for the United States, yields several novel findings. First, jumps have become
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美国国家经济研究局创建时间：
2021-04-01
