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The impact of monetary policy decisions on stock returns: Evidence from Thailand
16 references·4 citing·43 second hop
The impact of monetary policy decisions on stock returns: Evidence from Thailand (2012)The impact of monetary policy decisions o…What Explains the Stock Market's Reaction to Federal Reserve Policy? (2005)What Explains the Stock Marke…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…Measuring The Reaction of Monetary Policy to the Stock Market (2003)Measuring The Reaction of Mon…Pre-announcement effects, news effects, and volatility: Monetary policy and the stock market (2002)Pre-announcement effects, new…Central Bank Credibility: Why Do We Care? How Do We Build It? (1999)Central Bank Credibility: Why…On Stock Market Returns and Monetary Policy (1997)On Stock Market Returns and M…Is inflation sticky? (1997)Is inflation sticky?What Moves the Stock and Bond Markets? A Variance Decomposition for Long‐Term Asset Returns (1993)What Moves the Stock and Bond…What Moves the Stock and Bond Markets? A Variance Decomposition for Long-Term Asset Returns (1993)What Moves the Stock and Bond…The Cross-Section of Expected Stock Returns (1992)The Cross-Section of Expected…Efficient Capital Markets: II (1991)Efficient Capital Markets: IIA VARIANCE DECOMPOSITION FOR STOCK RETURNS (1990)A VARIANCE DECOMPOSITION FOR …The federal funds rate and the channels of monetary transmission (1989)The federal funds rate and th…Size-related anomalies and stock return seasonality (1983)Size-related anomalies and st…THE EFFECT OF THE FIRM'S CAPITAL STRUCTURE ON THE SYSTEMATIC RISK OF COMMON STOCKS (1972)THE EFFECT OF THE FIRM'S CAPI…Determining the Effects of Monetary Policies on Capital Markets of the Emerging Economies: An Evidence from E7 Countries (2019)Determining the Effects of Mo…The Impact of Monetary and Fiscal Policy Shocks on Stock Markets: Evidence from China (2018)The Impact of Monetary and Fi…Monetary Policy Impact on Stock Return: Evidence from Growing Stock Markets (2016)Monetary Policy Impact on Sto…The association between aggregated and disaggregated stock prices with monetary policy using asymmetric cointegration and error-correction modeling approaches (2014)The association between aggre…The arbitrage theory of capital asset pricing (1976)Economic Forces and the Stock Market (1986)Inside the Black Box: The Credit Channel of Monetary Policy Transmission (1995)Stock Return Predictability and The Role of Monetary Policy (1997)Firm Size and Cyclical Variations in Stock Returns (2000)An Empirical Analysis of Stock and Bond Market Liquidity (2004)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)Corporate financing and investment decisions when firms have information that investors do not have (1984)Common risk factors in the returns on stocks and bonds (1993)Trading Is Hazardous to Your Wealth: The Common Stock Investment Performance of Individual Investors (2000)Capital markets research in accounting (2001)The Cost of Capital, Corporation Finance and the Theory of Investment (1958)RISK, UNCERTAINTY, AND DIVERGENCE OF OPINION (1977)The stochastic behavior of common stock variances Value, leverage and interest rate effects (1982)Of Tournaments and Temptations: An Analysis of Managerial Incentives in the Mutual Fund Industry (1996)The cost of capital, corporation finance and the theory of investment (2008)Monetary policy surprises and interest rates: Evidence from the Fed funds futures market (2001)Identification Through Heteroskedasticity (2003)Real-time price discovery in global stock, bond and foreign exchange markets (2007)Uncertainty about Government Policy and Stock Prices (2012)Risk, uncertainty and monetary policy (2013)The Behavior of Stock-Market Prices (1965)Efficient Capital Markets: A Review of Theory and Empirical Work (1970)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)Further Evidence On Investor Overreaction and Stock Market Seasonality (1987)A Test of the Efficiency of a Given Portfolio (1989)Profitability of Momentum Strategies: An Evaluation of Alternative Explanations (2001)The Valuation of Risk Assets and the Selection of Risky Investments in Stock Portfolios and Capital Budgets (1965)Risk, Return, and Equilibrium: Empirical Tests (1973)Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency (1993)Illiquidity and stock returns: cross-section and time-series effects (2002)Stock Market Prices Do Not Follow Random Walks: Evidence from a Simple Specification Test (1988)The Dividend-Price Ratio and Expectations of Future Dividends and Discount Factors (1988)Business conditions and expected returns on stocks and bonds (1989)Household Risk Management and Optimal Mortgage Choice (2003)Stock Market Uncertainty and the Stock-Bond Return Relation (2005)Do Actions Speak Louder Than Words? 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this work references cited by second hop

References

  • 1992The Cross-Section of Expected Stock Returns17,251 cited
  • 1991Efficient Capital Markets: II5,346 cited
  • 1989The federal funds rate and the channels of monetary transmission2,833 cited
  • 2005What Explains the Stock Market's Reaction to Federal Reserve Policy?2,382 cited
  • 1990A VARIANCE DECOMPOSITION FOR STOCK RETURNS1,822 cited
  • 1983Size-related anomalies and stock return seasonality1,800 cited
  • 1972THE EFFECT OF THE FIRM'S CAPITAL STRUCTURE ON THE SYSTEMATIC RISK OF COMMON STOCKS1,130 cited
  • 2004The impact of monetary policy on asset prices956 cited
  • 1997On Stock Market Returns and Monetary Policy931 cited
  • 1993What Moves the Stock and Bond Markets? A Variance Decomposition for Long-Term Asset Returns892 cited
  • 2003Measuring The Reaction of Monetary Policy to the Stock Market744 cited
  • 1999Central Bank Credibility: Why Do We Care? How Do We Build It?558 cited
  • 1997Is inflation sticky?487 cited
  • 2004Taking Stock: Monetary Policy Transmission to Equity Markets466 cited
  • 1993What Moves the Stock and Bond Markets? A Variance Decomposition for Long‐Term Asset Returns452 cited

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2002
Pre-announcement effects, news effects, and volatility: Monetary policy and the stock market
435 cited

Cited by

  • 2016Monetary Policy Impact on Stock Return: Evidence from Growing Stock Markets25 cited
  • 2018The Impact of Monetary and Fiscal Policy Shocks on Stock Markets: Evidence from China24 cited
  • 2019Determining the Effects of Monetary Policies on Capital Markets of the Emerging Economies: An Evidence from E7 Countries20 cited
  • 2014The association between aggregated and disaggregated stock prices with monetary policy using asymmetric cointegration and error-correction modeling approaches13 cited