Asymmetric impact of news on stock return volatility
Joon-Young Song
| Year of publication: |
2009
|
|---|---|
| Authors: | Song, Joon-young |
| Published in: |
Banking and capital markets : new international perspectives. - Hackensack, NJ [u.a.] : World Scientific, ISBN 981-4273-60-0. - 2009, p. 373-409
|
| Subject: | Volatilität | Volatility | Kapitaleinkommen | Capital income | Börsenkurs | Share price | Ankündigungseffekt | Announcement effect | ARCH-Modell | ARCH model | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10008696109