Before revision: This paper extends the work of Boudt and Pertitjean(2014) and investigates the trading patterns before price jumps in the stock market based on a new multivariate time classification technique .
After revision: Studying the micro-trading behaviors before stock price jumps is an important problem for financial regulations and investment decisions. In this study, we provide a new framework to study pre-jump trading behaviors based on multivariate time series analysis .