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 |