Cojumps in stock prices: Empirical evidence.

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Bibliographic Details
Title: Cojumps in stock prices: Empirical evidence.
Authors: Gilder, Dudley1 d.gilder@aston.ac.uk, Shackleton, Mark B.2, Taylor, Stephen J.2
Source: Journal of Banking & Finance. Mar2014, Vol. 40, p443-459. 17p.
Database: Business Source Ultimate
Description
ISSN:03784266
DOI:10.1016/j.jbankfin.2013.04.025