Concepedia

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

Carl R. Chen, Nancy Mohan, Thomas L. Steiner

Journal of Banking & Finance · 1999 · 72 citations · 45 references

DOI

Concepts

References

45

The Relation Between Price Changes and Trading Volume: A Survey

Jonathan M. Karpoff · Journal of Financial and Quantitative Analysis · 1987 · 2.5K citations

, , +9

Stock return variances

Kenneth R. French, Richard Roll · Journal of Financial Economics · 1986 · 1.9K citations

Do Stock Prices Move Too Much to be Justified by Subsequent Changes in Dividends?

Robert J. Shiller · National Bureau of Economic Research · 1980 · 1.8K citations · Full text

, , +12

Differences of Opinion Make a Horse Race

Milton Harris, Artur Raviv · Review of Financial Studies · 1993 · 1.7K citations

, , +11

Trading Volume and Price Reactions to Public Announcements

Oliver Kim, Robert E. Verrecchia · Journal of Accounting Research · 1991 · 1.2K citations

, , +11