Time-varying betas and asymmetric effects of news : empirical analysis of blue chip stocks
Time-varying betas and asymmetric effects of news : empirical analysis of blue chip stocks - Cambridge, Mass. : National Bureau of Economic Research, 1999 - 30
STOCK EXCHANGES AND CURRENT EVENTS--UNITED STATES--ECONOMETRIC MODELS
STOCKS--PRICES--UNITED STATES--FORECASTING
BLUE-CHIP STOCKS--PRICES--UNITED STATES--FORECASTING
RISK PERCEPTION--UNITED STATES--ECONOMETRIC MODELS
HG4551 / C46T