Before revision:  It is found that among all the candidate attributes, several volume and volatility-related attributes exhibit the most significant abnormality before price jumps . Though some of the abnormalities start just shortly before the occurrence of the jumps, some start much earlier. We also find that most of our attributes have low mutual dependencies with each other from the perspective of time-series analysis, which allows various perspectives to study the market trading behaviors.
After revision:  The individual and joint informativeness levels of the attributes in predicting price jumps are evaluated and compared.