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Cojumps in stock prices: Empirical evidence

201392 citationsJournal Article

Authors

Dudley Gilder · Aston University

Mark B. Shackleton · Lancaster University

Stephen J. Taylor · Lancaster University

Topics & Keywords

Financial Markets and Investment Strategies Financial Risk and Volatility Modeling Market Dynamics and Volatility

UN Sustainable Development Goals

Partnerships for the goals

Publication Details

Published in: Journal of Banking & Finance

Volume 40, pp. 443-459

DOI: 10.1016/j.jbankfin.2013.04.025

Field-Weighted Citation Impact: 8.19

Cojumps in stock prices: Empirical evidence | Researchclopedia