• Kibot 

      Unbekannter Autor
      We provide instant access to over 58 years of daily data, over 22 years of top-quality, minute-by-minute intraday data and over 11 years of tick-by-tick (including bid/ask) historical market data for Stocks, ETFs, Futures ...
    • Systemic Co-Jumps 

      Caporin, Massimiliano; Kolokolov, Alexey; Renò, Roberto (2016-10-10)
      The simultaneous occurrence of jumps in several stocks can be associated with major financial news, triggers short-term predictability in stock returns, is correlated with sudden spikes of the variance risk premium, and ...