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

Manylion Llyfryddiaeth
Prif Awdur:	Cho, Young-Hye
Fformat:	Llyfr
Iaith:	English
Cyhoeddwyd:	Cambridge National Bureau of Economic Research 1999.
Cyfres:	NBER working paper series no.7330
Pynciau:	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.