Young-Hye Cho

affiliation not provided to SSRN

SCHOLARLY PAPERS

2

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Scholarly Papers (2)

1.

Time-Varying Betas and Asymmetric Effect of News: Empirical Analysis of Blue Chip Stocks

NBER Working Paper No. w7330
Number of pages: 42 Posted: 23 Feb 2000 Last Revised: 13 Oct 2010
Young-Hye Cho and Robert F. Engle
affiliation not provided to SSRN and New York University - Leonard N. Stern School of Business - Department of Economics
Downloads 142 (200,969)

Abstract:

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2.

Modeling the Impacts of Market Activity on Bid-Ask Spreads in the Option Market

NBER Working Paper No. w7331
Number of pages: 46 Posted: 06 May 2000 Last Revised: 13 Oct 2010
Young-Hye Cho and Robert F. Engle
affiliation not provided to SSRN and New York University - Leonard N. Stern School of Business - Department of Economics
Downloads 130 (215,717)

Abstract:

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