Yucheng (John) Yang

University of Rochester - Simon Business School

Rochester, NY 14627

United States

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Scholarly Papers (1)

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What Drives Stock Market Volatility on Days Without Macroeconomic News Releases? The Role of Aggregate Earnings News

29th Annual Conference on Financial Economics & Accounting 2018
Number of pages: 49 Posted: 26 Jul 2018 Last Revised: 07 Dec 2018
Jaewoo Kim, Bryce Schonberger, Charles E. Wasley and Yucheng (John) Yang
University of Oregon - Department of Accounting, University of Rochester - Simon Business School, Simon School, University of Rochester and University of Rochester - Simon Business School
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Abstract:

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stock market volatility, aggregate earnings news, exponential GARCH, macroeconomic news