The Impact of News on Measures of Undiversifiable Risk: Evidence from the UK Stock Market
Year of publication: |
2002
|
---|---|
Authors: | Brooks, C. ; Henry, O T. |
Published in: |
Oxford bulletin of economics and statistics. - Oxford [u.a.] : Wiley-Blackwell, ISSN 0305-9049, ZDB-ID 2151595. - Vol. 64.2002, 5, p. 487-508
|
Saved in:
Saved in favorites
Similar items by person
-
The volatility of US term structure term premia 1952-1991
Henry, O T., (1999)
-
Tests of non-linearity using LIFFE futures transactions price data
Ap Gwilym, O., (1999)
-
Market crashes and value-at-risk models
Persand, G., (2000)
- More ...