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Public information arrival and volatility of intraday stock returns

, , , and . Journal of Banking & Finance, 28 (6): 1441--1467 (June 2004)

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The intraday price behaviour of Australian and New Zealand cross-listed stocks, and . International Review of Financial Analysis, 15 (4-5): 377--397 (2006)Short-term contrarian investing--is it profitable?: ... Yes and No, , , and . Journal of Multinational Financial Management, 13 (4-5): 385--404 (December 2003)Underpricing, stock allocation, ownership structure and post-listing liquidity of newly listed firms, , and . Journal of Banking & Finance, 27 (5): 919--947 (May 2003)Public information arrival and volatility of intraday stock returns, , , and . Journal of Banking & Finance, 28 (6): 1441--1467 (June 2004)The Samuelson hypothesis in futures markets: An analysis using intraday data, and . Journal of Banking & Finance, 32 (4): 489--500 (April 2008)