Showing 1 - 10 of 11
Persistent link: https://www.econbiz.de/10011327633
Persistent link: https://www.econbiz.de/10010530222
Persistent link: https://www.econbiz.de/10010465010
Persistent link: https://www.econbiz.de/10010465028
Persistent link: https://www.econbiz.de/10012660702
Persistent link: https://www.econbiz.de/10010050480
Persistent link: https://www.econbiz.de/10014323004
This paper investigates the effect of bad or good news (asymmetric effect) on the time-varying betas of firms in the banking industries of the UK and the US during good periods (booms) and bad periods (recessions). Daily data from eleven UK and US firms of different sizes from the banking...
Persistent link: https://www.econbiz.de/10010603423
This paper investigates the effect of good or bad news (the asymmetric effect) on the time-varying beta of firms in the UK during good periods (booms) and bad periods (recessions). Daily data from twenty five UK firms of different sizes and from different industries are applied in the empirical...
Persistent link: https://www.econbiz.de/10011155211
This paper empirically investigates the asymmetric effect of news on the time-varying beta of selected banks from seven European countries during the current crisis period and also during the pre-crisis period. The paper applies daily data from thirteen large banks from France, Germany, Greece,...
Persistent link: https://www.econbiz.de/10011077093