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Security markets and the information content of monetary policy turning points
16 references·0 citing·39 second hop
Security markets and the information content of monetary policy turning points (2006)Security markets and the information cont…Economic Factors, Monetary Policy, and Expected Returns on Stocks and Bonds (2020)Economic Factors, Monetary Po…Monetary Policy and the Cross‐Section of Expected Stock Returns (2002)Monetary Policy and the Cross…Tests of the Market's Reaction to Federal Funds Rate Target Changes (1999)Tests of the Market's Reactio…Monetary environments and international stock returns (1999)Monetary environments and int…The information content of discount rate announcements: What is behind the announcement effect? (1998)The information content of di…Tests of the Market's Reaction to Federal Funds Rate Target Changes (1998)Tests of the Market's Reactio…Stock Return Predictability and The Role of Monetary Policy (1997)Stock Return Predictability a…On Stock Market Returns and Monetary Policy (1997)On Stock Market Returns and M…Business conditions, monetary policy, and expected security returns (1996)Business conditions, monetary…Discount rate changes and security returns in the U.S., 1962–1991 (1995)Discount rate changes and sec…The federal funds rate and the channels of monetary transmission (1989)The federal funds rate and th…The Information Content of Discount Rate Announcements and Their Effect on Market Interest Rates (1988)The Information Content of Di…An interest rate-based indicator of monetary policy (1988)An interest rate-based indica…Asset Returns, Discount Rate Changes, and Market Efficiency (1985)Asset Returns, Discount Rate …Asset Returns, Discount Rate Changes, and Market Efficiency (1985)Asset Returns, Discount Rate …Public Interpretation of Federal Reserve Discount Rate Changes: Evidence on the "Announcement Effect" (1970)Public Interpretation of Fede…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)Firm Size and Cyclical Variations in Stock Returns (2000)An Empirical Analysis of Stock and Bond Market Liquidity (2004)A Program for Monetary Stability (1961)The Behavior of Stock-Market Prices (1965)"Infinite Variance" and Research Strategy in Time Series Analysis (1972)Money and stock prices (1974)The Adjustment of Stock Prices to New Information (2003)Dividend yields and expected stock returns (1988)The Dividend-Price Ratio and Expectations of Future Dividends and Discount Factors (1988)Business conditions and expected returns on stocks and bonds (1989)Efficient use of commodity futures in diversified portfolios (2000)Reexamining Stock Valuation and Inflation: The Implications Of Analysts' Earnings Forecasts (2002)The impact of macroeconomic and non-macroeconomic forces on hotel stock returns (2004)Stock Prices and Economic News (1985)Stock Returns, Expected Returns, and Real Activity (1990)The reaction of asset prices to macroeconomic announcements in new EU markets: Evidence from intraday data (2008)The response of global equity indexes to U.S. monetary policy announcements (2008)An intertemporal asset pricing model with stochastic consumption and investment opportunities (1979)Simultaneous monetary policy announcements and international stock markets response: An intraday analysis (2010)Macroeconomic variables and stock market indices: Asymmetric dynamics in the US and Canada (2019)Does the Stock Market Overreact? (1985)Financing Constraints and Corporate Investment (1988)A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle (1989)Why Stocks May Disappoint (2000)Taking Stock: Monetary Policy Transmission to Equity Markets (2004)The Myth of Long-Horizon Predictability (2005)Efficient Capital Markets: A Review of Theory and Empirical Work (1970)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)Financial Theory and Corporate Policy. (1980)MACRO ECONOMETRICS OF STOCK PRICE FLUCTUATIONS (1993)The Predictive Content of the Interest Rate Term Spread for Future Economic Growth (1998)What Does the Yield Curve Tell Us About GDP Growth? (2005)Time-series and cross-sectional excess comovement in stock indexes (2007)Monetary Shocks and REIT Returns (2006)The Science of Monetary Policy: A New Keynesian Perspective (1999)What Do a Million Observations on Banks Say About the Transmission of Monetary Policy? (2000)
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References

  • 1989The federal funds rate and the channels of monetary transmission2,833 cited
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  • 1997Stock Return Predictability and The Role of Monetary Policy541 cited
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  • 1999Monetary environments and international stock returns155 cited
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  • 1988The Information Content of Discount Rate Announcements and Their Effect on Market Interest Rates116 cited
  • 2002Monetary Policy and the Cross‐Section of Expected Stock Returns91 cited
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  • 2020Economic Factors, Monetary Policy, and Expected Returns on Stocks and Bonds47 cited
  • 1985Asset Returns, Discount Rate Changes, and Market Efficiency46 cited
  • 1998The information content of discount rate announcements: What is behind the announcement effect?

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  • 1999Tests of the Market's Reaction to Federal Funds Rate Target Changes24 cited
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