Andersen, Torben; Bollerslev, Tim; Diebold, Francis X.; … - 2004 - rev
and bond returns, and
the relatively small equity market news effect when averaged across expansions and recessions … relatively small equity market news effect when averaged across expansions and recessions. Lastly,
relying on the pronounced … to bad news than to good news? Quite apart from the direct
effect of news on assets prices, what is its effect on …