Time-varying betas and asymmetric effects of news : empirical analysis of blue chip stocks

Bibliografische gegevens
Hoofdauteur:	Cho, Young-Hye
Formaat:	Boek
Taal:	English
Gepubliceerd in:	Cambridge National Bureau of Economic Research 1999.
Reeks:	NBER working paper series no.7330
Onderwerpen:	Stock exchanges and current events > Econometric models. > United States. Stocks > Prices > Forecasting. > United States. Blue-chip stocks > Prices > Forecasting. > United States. Risk perception > Econometric models. > United States.