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US macroeconomic news spillover effects on Vietnamese stock market
16 references·2 citing·46 second hopsampled
US macroeconomic news spillover effects on Vietnamese stock market (2011)US macroeconomic news spillover effects o…Economic News and International Stock Market Co-movement (2008)Economic News and Internation…The impact of macroeconomic announcements on emerging market bonds (2007)The impact of macroeconomic a…Transmission of Information across International Equity Markets (2006)Transmission of Information a…Global stock market reactions to scheduled U.S. macroeconomic news announcements (2006)Global stock market reactions…What Explains the Stock Market's Reaction to Federal Reserve Policy? (2005)What Explains the Stock Marke…The Stock Market's Reaction to Unemployment News: Why Bad News Is Usually Good for Stocks (2005)The Stock Market's Reaction t…The impact of monetary policy on asset prices (2004)The impact of monetary policy…Taking Stock: Monetary Policy Transmission to Equity Markets (2004)Taking Stock: Monetary Policy…The Impact of Monetary Policy on Asset Prices (2002)The Impact of Monetary Policy…Economic News and Bond Prices: Evidence from the U.S. Treasury Market (2001)Economic News and Bond Prices…Who Moves the Asia‐Pacific Stock Markets—US or Japan? Empirical Evidence Based on the Theory of Cointegration (1999)Who Moves the Asia‐Pacific St…The Reaction of Exchange Rates and Interest Rates to News Releases (1997)The Reaction of Exchange Rate…Where Do Betas Come From? Asset Price Dynamics and the Sources of Systematic Risk (1993)Where Do Betas Come From? Ass…Stock Prices, News, and Business Conditions (1993)Stock Prices, News, and Busin…Macroeconomic information and stock prices (1987)Macroeconomic information and…The Reaction of Stock Prices to Unanticipated Changes in Money: A Note (1983)The Reaction of Stock Prices …Impacts of the US macroeconomic news on Asian stock markets (2014)Impacts of the US macroeconom…Investigating Equilibrium Relationship between Macroeconomic Variables and Malaysian Stock Market Index through Bounds Tests Approach (2012)Investigating Equilibrium Rel…Economic Forces and the Stock Market (1986)Expected stock returns and volatility (1987)A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle (1989)Event Studies in Economics and Finance (1997)Micro Effects of Macro Announcements: Real-Time Price Discovery in Foreign Exchange (2003)Real-time price discovery in global stock, bond and foreign exchange markets (2007)Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root (1981)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Testing for a Unit Root in Time Series Regression (1988)Stock market linkages: Evidence from Latin America (2002)Stock market integration and financial crises: the case of Asia (2003)On measuring synchronization of bulls and bears: The case of East Asia (2007)Inflation and the Stock Market (1978)Stock Prices and Economic News (1984)Stock Prices and Economic News (1985)How Much Do Investors Care About Macroeconomic Risk? Evidence from Scheduled Economic Announcements (2011)A General Equilibrium Approach To Monetary Theory (1969)Credit Cycles (1997)Do Investment-Cash Flow Sensitivities Provide Useful Measures of Financing Constraints? (1997)Identifying the interdependence between US monetary policy and the stock market (2008)Stocks, bonds, money markets and exchange rates: measuring international financial transmission (2010)Capital Flows, Push versus Pull Factors and the Global Financial Crisis (2011)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)Macroeconomics and Reality (1980)Bad Beta, Good Beta (2004)Presidential Address: Discount Rates (2011)The Information Content of Annual Earnings Announcements (1968)Information Effects on the Bid-Ask Spread (1983)Bid, ask and transaction prices in a specialist market with heterogeneously informed traders (1985)The Spline-GARCH Model for Low-Frequency Volatility and Its Global Macroeconomic Causes (2008)Cointegration and Tests of Present Value Models (1987)Monetary policy surprises and interest rates: Evidence from the Fed funds futures market (2001)Uncertainty about Government Policy and Stock Prices (2012)Hazardous Times for Monetary Policy: What Do Twenty-Three Million Bank Loans Say About the Effects of Monetary Policy on Credit Risk-Taking? (2014)The Relation Between Price Changes and Trading Volume: A Survey (1987)A Theory of Intraday Patterns: Volume and Price Variability (1988)Quasi-maximum likelihood estimation and inference in dynamic models with time-varying covariances (1992)Volatility transmission in emerging European foreign exchange markets (2011)Permanent and Temporary Components of Stock Prices (1988)The Dividend-Price Ratio and Expectations of Future Dividends and Discount Factors (1988)By Force of Habit: A Consumption‐Based Explanation of Aggregate Stock Market Behavior (1999)Do Actions Speak Louder Than Words? The Response of Asset Prices to Monetary Policy Actions and Statements (2004)Capital regulation, risk-taking and monetary policy: A missing link in the transmission mechanism? (2011)A Capital Asset Pricing Model with Time-Varying Covariances (1988)The empirical risk–return relation: A factor analysis approach☆ (2006)
this work references cited by second hop· second hop is a sample of the most-cited connections

References

  • 2005What Explains the Stock Market's Reaction to Federal Reserve Policy?2,382 cited
  • 2004The impact of monetary policy on asset prices956 cited
  • 2001Economic News and Bond Prices: Evidence from the U.S. Treasury Market896 cited
  • 2005The Stock Market's Reaction to Unemployment News: Why Bad News Is Usually Good for Stocks793 cited
  • 1993Stock Prices, News, and Business Conditions675 cited
  • 2004Taking Stock: Monetary Policy Transmission to Equity Markets466 cited
  • 1999Who Moves the Asia‐Pacific Stock Markets—US or Japan? Empirical Evidence Based on the Theory of Cointegration234 cited
  • 2006Transmission of Information across International Equity Markets220 cited
  • 1993Where Do Betas Come From? Asset Price Dynamics and the Sources of Systematic Risk194 cited
  • 1987Macroeconomic information and stock prices192 cited
  • 1983The Reaction of Stock Prices to Unanticipated Changes in Money: A Note183 cited
  • 2006Global stock market reactions to scheduled U.S. macroeconomic news announcements130 cited
  • 2007The impact of macroeconomic announcements on emerging market bonds115 cited
  • 2002The Impact of Monetary Policy on Asset Prices85 cited
  • 2008Economic News and International Stock Market Co-movement

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79 cited
  • 1997The Reaction of Exchange Rates and Interest Rates to News Releases78 cited
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    • 2012Investigating Equilibrium Relationship between Macroeconomic Variables and Malaysian Stock Market Index through Bounds Tests Approach56 cited
    • 2014Impacts of the US macroeconomic news on Asian stock markets19 cited