A reexamination of market returns, discount rate changes, and market efficiency
- 31 August 1992
- journal article
- Published by Elsevier in Journal of Macroeconomics
- Vol. 14 (3) , 545-553
- https://doi.org/10.1016/s0164-0704(06)80009-1
Abstract
No abstract availableKeywords
This publication has 5 references indexed in Scilit:
- The Information Content of Discount Rate Announcements and Their Effect on Market Interest RatesJournal of Money, Credit and Banking, 1988
- Asset Returns, Discount Rate Changes, and Market EfficiencyThe Journal of Finance, 1985
- Risk-adjusted discount rates and capital budgeting under uncertaintyJournal of Financial Economics, 1977
- Discount Rate Changes and Announcement EffectsThe Quarterly Journal of Economics, 1977
- Public Interpretation of Federal Reserve Discount Rate Changes: Evidence on the "Announcement Effect"Econometrica, 1970