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By Hao Sun

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A continuation of some discussions from last time Why JPM and BAC? To see the realized covariance and systematic co- jumps during the financial crisis What happens to JNJ? Still on hold, until I can find a more suitable stock to compare with

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JP Morgan Chase & Co. (JPM) Apr. 09, 1997 Dec. 30, 2010 Stock Splits 2 Jun 15, 1998 [2:1] Jun 12, 2000 [3:2]

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Jumps Nov 18, 2000 But this doesnt look like a [3:2] split, the change is too small. But inter-day price jumps Merger between JP Morgan & Co. and Chase Manhattan Corporation

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Jumps Continued Sept. 18, 2002, 8-K filed, div. declared, increasing credit cost Jul. 17, 2008, 8-K filed Sept. 19, 2008, 8-K filed Apr. 9, 2009

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Stock Split: Aug. 26, 2004, 12:00pm [2:1]

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Find a peer for Johnson & Johnson, and do some analysis on Flash Crash Focus more on the Realized Covariance and Realized Correlation between JPM and BAC during the 2008 Financial Crisis Look at realized beta