Nominal Rigidities and Asset PricingMichael Weber2015-01-01preprintSSRN Electronic Journal97 citationsgreenNo readable copy stored yet — this record is metadata only.Financial Markets and Investment StrategiesMonetary Policy and Economic ImpactFinancial Analysis and Corporate GovernanceAbstractNo abstract was published for this record.Citations in this libraryStored only when both papers are in the corpus — 97 citations exist upstream.References1993Common risk factors in the returns on stocks and bonds1992The Cross-Section of Expected Stock Returns1973Risk, Return, and Equilibrium: Empirical Tests1983Staggered prices in a utility-maximizing framework1973An Intertemporal Capital Asset Pricing Model1981The relationship between return and market value of common stocks2005Nominal Rigidities and the Dynamic Effects of a Shock to Monetary Policy1985The equity premium: A puzzleCited by2021Competition, profitability, and discount rates2016Does wage rigidity make firms riskier? Evidence from long-horizon return predictability2022High Inflation: Low Default Risk and Low Equity Valuations2021Monetary Policy Spillovers through Invoicing Currencies2020Signaling safety2020Risk Premia at the ZLB: A Macroeconomic Interpretation2017Monetary Policy through Production Networks: Evidence from the Stock Market2017Federal Reserve Private Information and the Stock Market