No news is good news: An asymmetric model of changing vola tility in stock returns

Authors
John Y. Campbell Ludger Hentschel
Citation
John Y. Campbell et Ludger Hentschel, No news is good news: An asymmetric model of changing vola tility in stock returns, Journal of financial economics, 31(03), 1992, pp. 281
Journal title
Journal of financial economics → ACNP
ISSN journal
0304405X
Volume
31
Issue
03
Year of publication
1992
Database
ICR
SICI code
0304-405X(1992)31:03<281:NNIGNA>2.0.ZU;2-W