@misc{kanniainen2019arrival,
  title={The Arrival of News and Return Jumps in Stock Markets: A Nonparametric Approach},
  author={Juho Kanniainen and Ye Yue},
  year={2019},
  eprint={1901.02691},
  archivePrefix={arXiv},
  primaryClass={q-fin.GN},
  url={https://arxiv.org/abs/1901.02691}
}