Warp speed price moves: Jumps after earnings announcements
Bezirgen Veliyev, Kim Christensen, Allan Timmermann. (2025).
Warp speed price moves: Jumps after earnings announcements.
Journal of Financial Economics, Volume 167, May 2025, 104010.
DOI:
https://doi.org/10.1016/j.jfineco.2025.104010