Cho, Y., & Engle, R. F. (1999). Time-varying betas and asymmetric effects of news: Empirical analysis of blue chip stocks.
Chicago Style (17th ed.) CitationCho, Young-Hye, and Robert F. Engle. Time-varying Betas and Asymmetric Effects of News: Empirical Analysis of Blue Chip Stocks. Cambridge, Mass, 1999.
MLA (9th ed.) CitationCho, Young-Hye, and Robert F. Engle. Time-varying Betas and Asymmetric Effects of News: Empirical Analysis of Blue Chip Stocks. 1999.
Warning: These citations may not always be 100% accurate.