Asymmetrical reaction to US stock-return news : evidence from major stocks markets based on a double-threshold model
Year of publication: |
2003
|
---|---|
Authors: | Chen, Cathy W. S. ; Chiang, Thomas C. ; So, Mike Ka-pui |
Published in: |
Journal of economics & business. - Amsterdam [u.a.] : Elsevier, ISSN 0148-6195, ZDB-ID 716757-X. - Vol. 55.2003, 5/6, p. 487-502
|
Subject: | Aktienindex | Stock index | Ankündigungseffekt | Announcement effect | Kapitaleinkommen | Capital income | Volatilität | Volatility | Frankreich | France | Deutschland | Germany | Großbritannien | United Kingdom | Japan | Schweiz | Switzerland | Kanada | Canada | Aktienmarkt | Stock market | USA | United States | 1985-2001 |
-
Estimating and Predicting Multivariate Volatility Thresholds in Global Stock Markets
Audrino, Francesco, (2003)
-
Estimating and predicting multivariate volatility thresholds in global stock markets
Audrino, Francesco, (2006)
-
Exchange controls and European stock market integration
Chelley-Steeley, Patricia L., (1998)
- More ...
-
Asymmetric return and volatility responses to composite news from stock markets
Chiang, Thomas C., (2007)
-
Evidence of stock returns and abnormal trading volume : a threshold quantile regression approach
Chen, Cathy W. S., (2016)
-
Asymmetric Return and Volatility Responses to Composite News from Stock Markets
Chiang, Thomas C., (2016)
- More ...