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No news is good news *1: An asymmetric model of changing volatility in stock returns

John Campbell () and Ludger Hentschel

Journal of Financial Economics, 1992, vol. 31, issue 3, 281-318

Date: 1992
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Working Paper: No News is Good News: An Asymmetric Model of Changing Volatility in Stock Returns (1992) Downloads
Working Paper: No News is Good News: An Asymmetric Model of Changing Volatility in Stock Returns (1991) Downloads
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