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More about this item
Keywords
Cash-flow news; Discount-rate news; Business cycle; Regime switching; Time varying conditional variances; Learning;All these keywords.
JEL classification:
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
- G14 - Financial Economics - - General Financial Markets - - - Information and Market Efficiency; Event Studies; Insider Trading
Statistics
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