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Stock prices often react sluggishly to news, producing gradual jumps and jumpdelays. Econometricians typically treat these sluggish reactions asmicrostructure effects and settle for a coarse sampling grid to guard againstthem. Synchronizing mistimed stock returns on a fine sampling grid allows us toautomatically detect noisy jumps and better approximate the true common jumpsin related stock prices.

Sluggish news reactions: A combinatorial approach for synchronizing stock jumps