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

Bibliografski detalji
Glavni autor:	Cho, Young-Hye
Format:	Knjiga
Jezik:	engleski
Izdano:	Cambridge National Bureau of Economic Research 1999.
Serija:	NBER working paper series no.7330
Teme:	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.