Items where Author is "Murphy, Antony"

Journal Article

Bu, Ruijun and Hizmeri, Rodrigo and Izzeldin, Marwan and Murphy, Antony and Tsionas, Mike (2023) The Contribution of Jump Signs and Activity to Forecasting Stock Price Volatility. Journal of Empirical Finance, 70. pp. 144-164. ISSN 0927-5398