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

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  • Chen, Cathy W. S.
  • Chiang, Thomas C.
  • So, Mike K. P.

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  • Chen, Cathy W. S. & Chiang, Thomas C. & So, Mike K. P., 2003. "Asymmetrical reaction to US stock-return news: evidence from major stock markets based on a double-threshold model," Journal of Economics and Business, Elsevier, vol. 55(5-6), pages 487-502.
    • Handle: RePEc:eee:jebusi:v:55:y:2003:i:5-6:p:487-502
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