Jump Identification as a Proxy of Information Shocks, In Tehran Stock Exchange.

2024/12/24 by Taghaddosi, Hadis, Mokhatab Rafiei, Farimah, Husseinzadeh Kashan, Ali
#Contrarian investment strategy #Information shocks #Jump detection #Short-Term Overreaction

paper · doi:10.71716/amfa.2024.22101818

Abstract

Advances in Mathematical Finance and Applications,9(2),683

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