Cho, Young-Hye <br/><br/>
Time-varying betas and asymmetric effects of news : empirical analysis of blue chip stocks 

 - Cambridge, Mass. :  National Bureau of Economic Research,  1999 
 - 30 
<br/><br/><label>Subjects--Topical Terms: </label><br/>STOCK EXCHANGES AND CURRENT EVENTS--UNITED STATES--ECONOMETRIC MODELS<br/>STOCKS--PRICES--UNITED STATES--FORECASTING<br/>BLUE-CHIP STOCKS--PRICES--UNITED STATES--FORECASTING<br/>RISK PERCEPTION--UNITED STATES--ECONOMETRIC MODELS
<br/><br/><label>LC Class. No.: </label>HG4551  / C46T