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

Cho, Young-Hye

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

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