Asymmetrical reaction to US stock-return news: evidence from major stock markets based on a double-threshold model

Author： Chen C.W.S.   Chiang T.C.   So M.K.P.  

Publisher： Elsevier

ISSN： 0148-6195

Source： Journal of Economics and Business, Vol.55, Iss.5, 2003-09, pp. : 487-502

Disclaimer: Any content in publications that violate the sovereignty, the constitution or regulations of the PRC is not accepted or approved by CNPIEC.

Previous Menu Next

Related content

The risk-return relations: evidence from the Korean and Taiwan stock markets

By Tang Gordon Y. N.   Shum Wai Cheong  

Applied Economics, Vol. 39, Iss. 15, 2007-08 ,pp. : 1905-1919

Routledge Ltd

Access to resources Recommend Favorite

Relationships between the US and European stock markets during the recent financial turmoil: evidence from the VARFIMA model

By Evrim-Mandaci Pinar   Çağli Efe Çağlar  

Applied Economics Letters, Vol. 19, Iss. 17, 2012-11 ,pp. : 1697-1701

Routledge Ltd

Access to resources Recommend Favorite

Long memory in stock returns: evidence from the major emerging Central European stock markets

By Kasman Saadet   Turgutlu Evrim   Ayhan A. Duygu  

Applied Economics Letters, Vol. 16, Iss. 17, 2009-11 ,pp. : 1763-1768

Routledge Ltd

Access to resources Recommend Favorite

Return autocorrelations in the stock markets

By Chen Chun-Da  

Applied Economics Letters, Vol. 16, Iss. 9, 2009-06 ,pp. : 907-911

Routledge Ltd

Access to resources Recommend Favorite

Threshold Modelling of Stock Return Volatility on Eastern European Markets.

By Shields K.K.  

Economics of Planning, Vol. 30, Iss. 2-3, 1997-01 ,pp. : 107-125

Springer Publishing Company

Access to resources Recommend Favorite