主管：中国科学院
主办：中国优选法统筹法与经济数学研究会
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Chinese Journal of Management Science
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中文
A Study of Firm Specific Information Disclosure on the Price Variation with Nonparametric Intraday Jumps Detection in High Frequency Data
LIU Zhi-dong, YANG Jing-yi
Chinese Journal of Management Science . 2016, (
10
): 22 -34 . DOI: 10.16381/j.cnki.issn1003-207x.2016.10.003
