No news is good news
Subtitle: an asymmetric model of changing volatility in stock returns
By: John Y. Campbell, Ludger Hentschel.
Contributors: Hentschel, Ludger.; National Bureau of Economic Research.
Series: NBER working papers series -- working paper no. 3742; Working paper series (National Bureau of Economic Research) -- working paper no. 3742.
Publisher: National Bureau of Economic Research
Published: 1991
Place of publication: Cambridge, MA
Language: eng
Number of pages: 32
Subjects: Stock exchanges -- United States -- Econometric models.; Rate of return -- United States -- Econometric models.
Notes: "June 1991."

Includes bibliographical references (p. 30-32).

Binghamton University Libraries' copy bound with: Nonrational actors and financial market behavior.