Similar Search Results

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

Chen, Carl R.; Mohan, Nancy J.; Steiner, Thomas L. - In: Journal of banking & finance 23 (1999) 6, pp. 897-924

Persistent link: https://www.econbiz.de/10001379087

The response of stock prices to changes in weekly money and the discount rate

Hafer, Rik W. - In: Review / Federal Reserve Bank of St. Louis 68 (1986) 3, pp. 5-14

Persistent link: https://www.econbiz.de/10001011916

Discount rate changes and security returns in the US : 1962 - 1991

Jensen, Gerald R. - In: Journal of banking & finance 19 (1995) 1, pp. 79-95

Persistent link: https://www.econbiz.de/10001181876

Business conditions, monetary policy, and expected security returns

Jensen, Gerald R. - In: Journal of financial economics 40 (1996) 2, pp. 213-237

Persistent link: https://www.econbiz.de/10001193686

A reexamination of market returns, discount rate changes, and market efficiency

May, Don O. - In: Journal of macroeconomics 14 (1992) 3, pp. 545-553

Persistent link: https://www.econbiz.de/10001129314

A timing strategy for investments in US hospitality stocks

Ming-Hsiang, Chen - In: Journal of hospitality & tourism research : JHTR ; the … 36 (2012) 3, pp. 283-311

Persistent link: https://www.econbiz.de/10009578328

Asset Returns, Discount Rate Changes and Market Efficiency

Smirlock, Michael - 1984

The primary purpose of this paper is to reconcile the previous findings of discount rate endogeneity with the presence of discount rate announcement effects in securities markets. The crux of this reconciliation is the dictinction between "technicral" discount rate changes that are endogenous...

Persistent link: https://www.econbiz.de/10012477556

Asset Returns, Discount Rate Changes and Market Efficiency

Smirlock, Michael - 2010

The primary purpose of this paper is to reconcile the previous findings of discount rate endogeneity with the presence of discount rate announcement effects in securities markets. The crux of this reconciliation is the dictinction between quot;technicralquot; discount rate changes that are...

Persistent link: https://www.econbiz.de/10012762968

The FOMC announcement returns on long-term US and German bond futures

Indriawan, Ivan; Jiao, Feng; Tse, Yiuman - In: Journal of banking & finance 123 (2021), pp. 1-17

Persistent link: https://www.econbiz.de/10012662330

Is the discount window necessary? : A Penn-Central perspective

Calomiris, Charles W. - 1993

Persistent link: https://www.econbiz.de/10000878763

1
2
3
4
5
6
7
8
9
10
Next
Last