Asymmetric return and volatility responses to composite news from stock markets
Thomas C. Chiang; Cathy W. S. Chen; Mike K. P. So
| Year of publication: |
2007
|
|---|---|
| Authors: | Chiang, Thomas C. ; Chen, Cathy W. S. ; So, Mike Ka-pui |
| Published in: |
Multinational finance journal : MF ; quarterly publication of the Multinational Finance Society. - Camden, NJ : [Verlag nicht ermittelbar], ISSN 1096-1879, ZDB-ID 1418550-7. - Vol. 11.2007, 3/4, p. 179-210
|
| Subject: | Kapitaleinkommen | Capital income | Asymmetrische Information | Asymmetric information | ARCH-Modell | ARCH model | Bayes-Statistik | Bayesian inference | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003709545