Asymmetrical reaction to US stock-return news: evidence from major stock markets based on a double-threshold model
Year of publication: |
2003
|
---|---|
Authors: | Chen, Cathy W. S. ; Chiang, Thomas C. ; So, Mike K. P. |
Published in: |
Journal of Economics and Business. - Elsevier, ISSN 0148-6195. - Vol. 55.2003, 5-6, p. 487-502
|
Publisher: |
Elsevier |
Saved in:
Online Resource
Saved in favorites
Similar items by person
-
Asymmetric return and volatility responses to composite news from stock markets
Chiang, Thomas C., (2007)
-
Chen, Cathy W. S., (2003)
-
Evidence of stock returns and abnormal trading volume : a threshold quantile regression approach
Chen, Cathy W. S., (2016)
- More ...