Discount rate changes, stock market returns, volatility, and trading volume: Evidence from intraday data and implications for market efficiency

Journal of Banking and Finance

Volumn 23, Issue 6, 1999, Pages 897-924

  Chen, Carl R ^a   Mohan, Nancy J ^a   Steiner, Thomas L ^a  

^a UNIVERSITY OF DAYTON   (United States)

Author keywords

Discount rate; E52; G10; G14; Market efficiency; Public information; Trading volume; Volatility

Indexed keywords

EID: 0001223268     PISSN: 03784266     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0378-4266(98)00118-6     Document Type: Article

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