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The Response of Stock Prices to Changes in Weekly Money and the Discount Rate
16 references·0 citing·42 second hop
The Response of Stock Prices to Changes in Weekly Money and the Discount Rate (1986)The Response of Stock Prices to Changes i…Macroeconomic information and stock prices (1987)Macroeconomic information and…Operating Procedures for Conducting Monetary Policy (1985)Operating Procedures for Cond…Recent techniques of monetary policy (1984)Recent techniques of monetary…An Empirical Analysis of Expected Stock Price Movements (1984)An Empirical Analysis of Expe…The Reaction of Stock Prices to Unanticipated Changes in Money: A Note (1983)The Reaction of Stock Prices …Stock Market Returns and Inflation Forecasts (1983)Stock Market Returns and Infl…Rational Expectations and the Impact of Money Upon Stock Prices (1982)Rational Expectations and the…The Adjustment of Stock Prices to Information About Inflation (1981)The Adjustment of Stock Price…Stock Returns, Real Activity, Inflation, and Money (1981)Stock Returns, Real Activity,…Day of the Week Effects and Asset Returns (1981)Day of the Week Effects and A…Stock returns and the weekend effect (1980)Stock returns and the weekend…Stock Prices and the Publication of Second-Hand Information (1978)Stock Prices and the Publicat…Inflation and the Stock Market (1978)Inflation and the Stock MarketAsset returns and inflation (1977)Asset returns and inflationINFLATION AND RATES OF RETURN ON COMMON STOCKS (1976)INFLATION AND RATES OF RETURN…The Analysis of World Events and Stock Prices (1971)The Analysis of World Events …MONEY, INCOME, AND CAUSALITY (1972)Economic Forces and the Stock Market (1986)Efficient Capital Markets: II (1991)A Comprehensive Look at The Empirical Performance of Equity Premium Prediction (2007)The Behavior of Stock-Market Prices (1965)Time Series Analysis: Forecasting and Control (1977)The relationship between return and market value of common stocks (1981)A Further Investigation of the Weekend Effect in Stock Returns (1984)Do Bulls and Bears Move Across Borders? International Transmission of Stock Returns and Volatility (1994)Order imbalance, liquidity, and market returns (2002)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)The Valuation of Risk Assets and the Selection of Risky Investments in Stock Portfolios and Capital Budgets (1965)THE VALUATION OF RISK ASSETS AND THE SELECTION OF RISKY INVESTMENTS IN STOCK PORTFOLIOS AND CAPITAL BUDGETS**This paper is another in a series of interrelated theoretical and statistical studies of corporate financial and investment policies being made under grants from the Rockefeller Foundation, and more recently the Ford Foundation, to the Harvard Business School. The generous support for this work is most gratefully acknowledged. The author is also much indebted to his colleagues Professors Bishop, Christenson, Kahr, Raiffa, and (especially) Schlaifer, for extensive discussion and commentary on an earlier draft of this paper; but responsibility for any errors or imperfections remains strictly his own.[Professor Sharpe's paper, “Capital Asset Prices: A Theory of Market Equilibrium Under Conditions of Risk” (Journal of Finance, September 1964) appeared after this paper was in final form and on its way to the printers. My first section, which parallels the first half of his paper (with corresponding conclusions), sets the algebraic framework for sections II, III and VI, (which have no counterpart in his paper) and for section IV on the equilibrium prices of risk assets, concerning which our results differ significantly for reasons which will be explored elsewhere. Sharpe does not take up the capital budgeting problem developed in section V below.] (1975)Expected stock returns and volatility (1987)On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks (1993)An Empirical Evaluation of Accounting Income Numbers (1968)The value line enigma (1965–1978) (1982)The variation of certain speculative prices (1997)Customer Satisfaction, Analyst Stock Recommendations, and Firm Value (2010)Stock Returns after Major Price Shocks: The Impact of Information (2011)Stock Prices and Economic News (1984)Stock Prices and Economic News (1985)Price volatility, international market links, and their implications for regulatory policies (1989)Events That Shook the Market (2002)How Much Do Investors Care About Macroeconomic Risk? Evidence from Scheduled Economic Announcements (2011)Efficient Capital Markets: A Review of Theory and Empirical Work (1970)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)Stock return variances (1986)Correlations in Price Changes and Volatility across International Stock Markets (1990)The Efficient Market Hypothesis and Its Critics (2003)Estimating betas from nonsynchronous data (1977)BUBBLES AND FADS IN ASSET PRICES (1989)Dynamic analysis between the US stock returns and the macroeconomic variables (2007)School Resources and Student Outcomes: An Overview of the Literature and New Evidence from North and South Carolina (1996)Consumption-Based Asset Pricing (2002)Chapter 13 Consumption-based asset pricing (2003)The Impact of Terrorist Attacks on International Stock Markets (2009)How Does Investor Sentiment Affect Stock Market Crises? Evidence from Panel Data (2010)Policy News and Stock Market Volatility (2019)Stock Market Returns and Inflation: Evidence from Other Countries (1983)Forecasting stock market returns: The sum of the parts is more than the whole (2011)How Much Do Investors Care About Macroeconomic Risk? Evidence from Scheduled Economic Announcements (2013)
this work references cited by second hop

References

  • 1977Asset returns and inflation2,701 cited
  • 1981Stock Returns, Real Activity, Inflation, and Money2,632 cited
  • 1980Stock returns and the weekend effect1,997 cited
  • 1981Day of the Week Effects and Asset Returns1,173 cited
  • 1976INFLATION AND RATES OF RETURN ON COMMON STOCKS567 cited
  • 1981The Adjustment of Stock Prices to Information About Inflation387 cited
  • 1978Inflation and the Stock Market330 cited
  • 1978Stock Prices and the Publication of Second-Hand Information279 cited
  • 1971The Analysis of World Events and Stock Prices268 cited
  • 1987Macroeconomic information and stock prices192 cited
  • 1983The Reaction of Stock Prices to Unanticipated Changes in Money: A Note183 cited
  • 1983Stock Market Returns and Inflation Forecasts94 cited
  • 1984An Empirical Analysis of Expected Stock Price Movements78 cited
  • 1985Operating Procedures for Conducting Monetary Policy64 cited
  • 1984Recent techniques of monetary policy61 cited
  • 1982Rational Expectations and the Impact of Money Upon Stock Prices51 cited

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