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Intraday liquidity dynamics and news releases around price jumps: Evidence from the DJIA stocks

Bibliographic reference Boudt, Kris ; Petitjean, Mikael. Intraday liquidity dynamics and news releases around price jumps: Evidence from the DJIA stocks. In: Journal of Financial Markets, Vol. 17, no.1, p. 121-149 (2014)
Permanent URL http://hdl.handle.net/2078.1/143093