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The Effect of Monetary Policy on Monthly and Quarterly Stock Market Returns: Cross-Country Evidence and Sensitivity Analyses
16 references·0 citing·52 second hop
The Effect of Monetary Policy on Monthly and Quarterly Stock Market Returns: Cross-Country Evidence and Sensitivity Analyses (2001)The Effect of Monetary Policy on Monthly …Measuring The Reaction of Monetary Policy to the Stock Market (2003)Measuring The Reaction of Mon…Asset prices and central bank policy (2000)Asset prices and central bank…Value versus Growth: The International Evidence (1998)Value versus Growth: The Inte…Capital control liberalization and stock market development (1998)Capital control liberalizatio…Stock Return Predictability and The Role of Monetary Policy (1997)Stock Return Predictability a…Parallels Between the Cross-Sectional Predictability of Stock and Country Returns (1997)Parallels Between the Cross-S…I Just Ran Two Million Regressions (1997)I Just Ran Two Million Regres…I Just Ran Four Million Regressions (1997)I Just Ran Four Million Regre…Business conditions, monetary policy, and expected security returns (1996)Business conditions, monetary…Symposium on the Monetary Transmission Mechanism (1995)Symposium on the Monetary Tra…A SENSITIVITY ANALYSIS OF CROSS-COUNTRY GROWTH REGRESSIONS (1991)A SENSITIVITY ANALYSIS OF CRO…The Stock Market and Investment (1990)The Stock Market and Investme…Evidence of Predictable Behavior of Security Returns (1990)Evidence of Predictable Behav…Why Does Stock Market Volatility Change Over Time? (1989)Why Does Stock Market Volatil…Stock prices, asset portfolios and macroeconomic variables in ten European countries (1989)Stock prices, asset portfolio…Does the Stock Market Overreact? (1985)Does the Stock Market Overrea…Some International Evidence on Output-Inflation Tradeoffs. (1973)Increasing Returns and Long-Run Growth (1986)A Contribution to the Empirics of Economic Growth (1992)Economic Reform and the Process of Global Integration (1995)Africa's Growth Tragedy: Policies and Ethnic Divisions (1997)Economic Growth in a Cross Section of Countries (1989)Economic Growth in a Cross Section of Countries (1991)On the relationship between economic freedom and economic growth (2000)Growth effects of government expenditure and taxation in rich countries (2001)Model uncertainty in cross‐country growth regressions (2001)The Debt-Deflation Theory of Great Depressions (1933)The Market for "Lemons": Quality Uncertainty and the Market Mechanism (1970)Inside the bank lending channel (2004)How Has the Monetary Transmission Mechanism Evolved Over Time? (2010)Income Distribution, Credit and Fiscal Policies in an Agent-Based Keynesian Model (2012)Efficient Capital Markets: A Review of Theory and Empirical Work (1970)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)Risk, Return, and Equilibrium: Empirical Tests (1973)Efficient Capital Markets: II (1991)Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency (1993)Investor Psychology and Security Market Under‐ and Overreactions (1998)Identification Through Heteroskedasticity (2003)Real-time price discovery in global stock, bond and foreign exchange markets (2007)Risk, uncertainty and monetary policy (2013)Rise of the Machines: Algorithmic Trading in the Foreign Exchange Market (2014)The Quarterly Journal of Economics (2024)The General Theory of Employment, Interest and Money, by John Maynard Keynes (1936)The General Theory of Employment, Interest and Money. (1936)Judgment Under Uncertainty: Heuristics and Biases. (1984)Multifactor Explanations of Asset Pricing Anomalies (1996)INSTITUTIONS AND ECONOMIC PERFORMANCE: CROSS‐COUNTRY TESTS USING ALTERNATIVE INSTITUTIONAL MEASURES (1995)Sources of Slow Growth in African Economies (1997)Does Schooling Cause Growth? (2000)How economic growth, renewable electricity and natural resources contribute to CO2 emissions? (2017)A General Equilibrium Approach To Monetary Theory (1969)Stock Returns, Real Activity, Inflation, and Money (1981)Tobin's Marginal q and Average q: A Neoclassical Interpretation (1982)Stock Returns and Real Activity: A Century of Evidence (1990)Contrarian Investment, Extrapolation, and Risk (1993)The Stock Market and Corporate Investment: A Test of Catering Theory (2008)Do Stock Prices Move Too Much to be Justified by Subsequent Changes in Dividends? (1980)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Expected stock returns and volatility (1987)Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)ARCH modeling in finance (1992)The Cross‐Section of Volatility and Expected Returns (2006)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)The Cross-Section of Expected Stock Returns (1992)Common risk factors in the returns on stocks and bonds (1993)Investor Psychology and Asset Pricing (2001)Profitability of Momentum Strategies: An Evaluation of Alternative Explanations (2001)Value and Momentum Everywhere (2013)
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References

  • 1985Does the Stock Market Overreact?7,569 cited
  • 1991A SENSITIVITY ANALYSIS OF CROSS-COUNTRY GROWTH REGRESSIONS6,035 cited
  • 1989Why Does Stock Market Volatility Change Over Time?3,433 cited
  • 1990Evidence of Predictable Behavior of Security Returns2,702 cited
  • 1997I Just Ran Two Million Regressions2,278 cited
  • 1998Value versus Growth: The International Evidence2,233 cited
  • 1995Symposium on the Monetary Transmission Mechanism1,030 cited
  • 1997I Just Ran Four Million Regressions959 cited
  • 2003Measuring The Reaction of Monetary Policy to the Stock Market744 cited
  • 1990The Stock Market and Investment691 cited
  • 2000Asset prices and central bank policy584 cited
  • 1997Stock Return Predictability and The Role of Monetary Policy541 cited
  • 1998Capital control liberalization and stock market development489 cited
  • 1996Business conditions, monetary policy, and expected security returns363 cited
  • 1989Stock prices, asset portfolios and macroeconomic variables in ten European countries267 cited
  • 1997Parallels Between the Cross-Sectional Predictability of Stock and Country Returns

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