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For the past 50 years agriculture in the developed world could be described by the
following stylized facts: 1) the declining real price of agricultural output; 2) the
movement of labour out of p...
Stock price jumps: news and volume play a minor role
Stock price jumps news volume play minor role
2010/12/17
In order to understand the origin of stock price jumps, we cross-correlate high-frequency time series of stock returns with different news feeds. We find that neither idiosyncratic news nor market wid...