Asymmetric volatility and risk in equity markets
By: Geert Bekaert, Guojun Wu.
Contributors: Wu, Guojun, 1965-; National Bureau of Economic Research.
Series: NBER working paper series -- working paper 6022; Working paper series (National Bureau of Economic Research) -- working paper no. 6022.
Publisher: National Bureau of Economic Research
Published: 1997
Place of publication: Cambridge, MA
Language: eng
Number of pages: 30
Subjects: Stocks -- Prices -- Econometric models.; Rate of return -- Econometric models.; Risk -- Econometric models.
Notes: "April 1997."

Includes bibliographical references (p. 26-30).

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Electronic version available via the Internet at the NBER World Wide Web site.

Financial support from the National Science Foundation