The decomposition of jump risks in individual stock returns

Xiao Xiao, Chen Zhou

Research output: Contribution to journal › Article › Academic › peer-review

5 Citations (Scopus)

28 Downloads (Pure)

Original language	English
Pages (from-to)	207-228
Number of pages	22
Journal	Journal of Empirical Finance
Volume	47
DOIs	https://doi.org/10.1016/j.jempfin.2018.04.002
Publication status	Published - 2018

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@article{9e397d40beeb44d0b0e00912f9176890,

title = "The decomposition of jump risks in individual stock returns",

author = "Xiao Xiao and Chen Zhou",

year = "2018",

doi = "10.1016/j.jempfin.2018.04.002",

language = "English",

volume = "47",

pages = "207--228",

journal = "Journal of Empirical Finance",

issn = "0927-5398",

publisher = "Elsevier",

}