1540-6261/asset/cover.gif?v=1&s=5192ce61b1e4bde927ebc2df55b44b4da55ef137 "The Journal of Finance")
Braun is from Northwestern University, Nelson is from the National Bureau of Economic Research and the University of Chicago, and Sunier is from Goldman, Sachs & Co. We thank Torben G. Andersen, Tim Bollerslev, John Campbell, Philip Dybvig, Gene Fama, Wayne Ferson, Campbell Harvey, Eric Jacquier, Christopher Lamoureux, Anna Paulson, Peter Rossi, G. William Schwert, Robert Stambaugh, Jeff Wooldridge, participants at the 1990 NBER Summer Institute, workshops at Chicago, Columbia, Harvard, Michigan, and Vanderbilt, and an anonymous referee for helpful comments. The first author thanks the Center for Research in Security Prices for research support.
1540-6261/asset/olbannerleft.gif?v=1&s=f5fa766df21c6468d114bb94916c51480b2eed9e)
1540-6261/asset/jofi_centre.gif?v=1&s=3be479aa919c797606665cb79e364d5eb71c8734)
Good News, Bad News, Volatility, and Betas
Article first published online: 30 APR 2012
DOI: 10.1111/j.1540-6261.1995.tb05189.x
1995 The American Finance Association
Additional Information
How to Cite
BRAUN, P. A., NELSON, D. B. and SUNIER, A. M. (1995), Good News, Bad News, Volatility, and Betas. The Journal of Finance, 50: 1575–1603. doi: 10.1111/j.1540-6261.1995.tb05189.x
- †
Braun is from Northwestern University, Nelson is from the National Bureau of Economic Research and the University of Chicago, and Sunier is from Goldman, Sachs & Co. We thank Torben G. Andersen, Tim Bollerslev, John Campbell, Philip Dybvig, Gene Fama, Wayne Ferson, Campbell Harvey, Eric Jacquier, Christopher Lamoureux, Anna Paulson, Peter Rossi, G. William Schwert, Robert Stambaugh, Jeff Wooldridge, participants at the 1990 NBER Summer Institute, workshops at Chicago, Columbia, Harvard, Michigan, and Vanderbilt, and an anonymous referee for helpful comments. The first author thanks the Center for Research in Security Prices for research support.
Publication History
- Issue published online: 30 APR 2012
- Article first published online: 30 APR 2012
Options for accessing this content:
- If you have access to this content through a society membership, please first log in to your society website.
- If you would like institutional access to this content, please recommend the title to your librarian.
- Login via other institutional login options http://onlinelibrary.wiley.com/login-options.
- You can purchase online access to this Article for a 24-hour period (price varies by title)
- If you already have a Wiley Online Library or Wiley InterScience user account: login above and proceed to purchase the article.
- New Users: Please register, then proceed to purchase the article.
If your institution is a registered Wiley Online Library customer, you can log in under your institution's name to see our content. This access is provided by Shibboleth or Athens.
Type your institution's name in the box below. If your institution is a Wiley customer, it will appear in the list of suggested institutions.
Registered Users please login:
- Access your saved publications, articles and searches
- Manage your email alerts, orders and subscriptions
- Change your contact information, including your password
Please register to:
- Save publications, articles and searches
- Get email alerts
- Get all the benefits mentioned below!