Systematic cojumps, market component portfolios and scheduled macroeconomic announcements

Kam Chan, Robert G. Bowman, Christopher J. Neely

Research output: Working paper

Original language	English
Place of Publication	USA
Publisher	Federal Reserve Bank of St. Louis
Volume	2017-11
Publication status	Published - 2017

Cite this

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title = "Systematic cojumps, market component portfolios and scheduled macroeconomic announcements",

author = "Kam Chan and Bowman, {Robert G.} and Neely, {Christopher J.}",

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publisher = "Federal Reserve Bank of St. Louis",

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AU - Bowman, Robert G.

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BT - Systematic cojumps, market component portfolios and scheduled macroeconomic announcements

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