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Public Interpretation of Federal Reserve Discount Rate Changes: Evidence on the "Announcement Effect"
4 references·16 citing·42 second hop
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this work references cited by second hop

References

  • 1965The Behavior of Stock-Market Prices8,707 cited
  • 2003The Adjustment of Stock Prices to New Information3,063 cited
  • 1961A Program for Monetary Stability1,164 cited
  • 1968The Random Character of Stock Market Prices926 cited

Cited by

  • 1974Money and stock prices194 cited
  • 1995Discount rate changes and security returns in the U.S., 1962–1991175 cited
  • 1972"Infinite Variance" and Research Strategy in Time Series Analysis174 cited
  • 1985Asset Returns, Discount Rate Changes, and Market Efficiency162 cited
  • 1999Monetary environments and international stock returns155 cited
  • 2007Time-series and cross-sectional excess comovement in stock indexes132 cited
  • 1980The Market Prefers Republicans: Myth or Reality120 cited
  • 1973Stock Market Reaction to Estimates of Earnings per Share by Company Officials118 cited
  • 2013Information and Efficiency: Goal Arrival in Soccer Betting111 cited
  • 2006Monetary Shocks and REIT Returns106 cited
  • 1979THE MARKET PREFERS REPUBLICANS: MYTH OR REALITY93 cited
  • 2020Review on Efficiency and Anomalies in Stock Markets

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89 cited
  • 2002Emerging Markets: When Are They Worth It?81 cited
  • 1979Macroinformation and the Variability of Stock Market Prices70 cited
  • 1982An Analysis of the Impact of Deposit Rate Ceilings on the Market Values of Thrift Institutions58 cited
  • 2004Stock prices, firm size, and changes in the federal funds rate target53 cited