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Stock Prices and Economic News
4 references·16 citing·54 second hop
Stock Prices and Economic News (1985)Stock Prices and Economic NewsThe Adjustment of Stock Prices to New Information (2003)The Adjustment of Stock Price…Day of the Week Effects and Asset Returns (1981)Day of the Week Effects and A…Inflation, Rational Expectations and the Term Structure of Interest Rates (1973)Inflation, Rational Expectati…The Adjustment of Stock Prices to New Information (1969)The Adjustment of Stock Price…Can information be locked up? Informed trading ahead of macro-news announcements (2016)Can information be locked up?…How Much Do Investors Care About Macroeconomic Risk? Evidence from Scheduled Economic Announcements (2013)How Much Do Investors Care Ab…The effect of macroeconomic news on stock returns: New evidence from newspaper coverage (2011)The effect of macroeconomic n…Do hedge funds' exposures to risk factors predict their future returns? (2011)Do hedge funds' exposures to …Investor sentiment and the stock market’s reaction to monetary policy (2009)Investor sentiment and the st…Dynamic analysis between the US stock returns and the macroeconomic variables (2007)Dynamic analysis between the …Real-Time Price Discovery in Stock, Bond and Foreign Exchange Markets (2005)Real-Time Price Discovery in …Macro variables and international stock return predictability (2004)Macro variables and internati…International equity market comovements: Economic fundamentals or contagion? (2003)International equity market c…Micro Effects of Macro Announcements: Real-Time Price Discovery in Foreign Exchange (2002)Micro Effects of Macro Announ…Macroeconomic Factors Do Influence Aggregate Stock Returns (2002)Macroeconomic Factors Do Infl…Events That Shook the Market (2002)Events That Shook the MarketBusiness conditions, monetary policy, and expected security returns (1996)Business conditions, monetary…Economic news, exchange rates and interest rates (1988)Economic news, exchange rates…Macroeconomic information and stock prices (1987)Macroeconomic information and…Asset Pricing and Expected Inflation (1986)Asset Pricing and Expected In…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)An Intertemporal Capital Asset Pricing Model (1973)The arbitrage theory of capital asset pricing (1976)Comparing Predictive Accuracy (1994)Predicting the bear stock market: Macroeconomic variables as leading indicators (2008)Does the choice of estimator matter when forecasting returns? (2012)Testing for Predictability in Conditionally Heteroskedastic Stock Returns (2014)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)Value and Capital (1939)The Term Structure of Interest Rates (1957)Rational Expectations and the Theory of Price Movements (1961)Government financing decisions and asset returns (1982)Stock Prices and Economic News (1984)Cointegration and Tests of Present Value Models (1986)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Statistical analysis of cointegration vectors (1988)Testing for a Unit Root in Time Series Regression (1988)The Impact of Macroeconomic Fundamentals on Stock Prices Revisited: Evidence from Indian Data (2012)LONG-RUN AND SHORT-RUN RELATIONSHIP BETWEEN MACROECONOMIC VARIABLES AND STOCK PRICES IN PAKISTAN The Case of Lahore Stock Exchange (2016)Macroeconomic variables and stock market indices: Asymmetric dynamics in the US and Canada (2019)Dividend Policy, Growth, and the Valuation of Shares (1961)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)Risk, Return, and Equilibrium: Empirical Tests (1973)Efficient Capital Markets: II (1991)What Explains the Stock Market's Reaction to Federal Reserve Policy? (2005)Investor Sentiment and the Cross‐Section of Stock Returns (2006)Stock market response to monetary and fiscal policy shocks: Multi-country evidence (2012)Informational Role of Social Media: Evidence from Twitter Sentiment (2018)Integración de los mercados financieros Latinoamericanos por medio de MILA (2020)ESG rating disagreement and stock returns: Evidence from China (2023)A model of investor sentiment /Empirical exchange rate models of the seventies (1983)Discretion versus policy rules in practice (1993)Asset Prices and Exchange Rates (2007)Do Energy Prices Respond to U.S. Macroeconomic News? A Test of the Hypothesis of Predetermined Energy Prices (2010)Surprise and uncertainty indexes: Real-time aggregation of real-activity macro-surprises (2016)Risk, Uncertainty and Profit (1921)The Pricing of Options and Corporate Liabilities (1973)Common risk factors in the returns on stocks and bonds (1993)Asset pricing: A tale of two days (2014)Earnings Announcements and Systematic Risk (2015)Anomalies and News (2018)Introductory Econometrics for Finance (2008)
this work references cited by second hop

References

  • 1969The Adjustment of Stock Prices to New Information3,625 cited
  • 2003The Adjustment of Stock Prices to New Information3,063 cited
  • 1981Day of the Week Effects and Asset Returns1,173 cited
  • 1973Inflation, Rational Expectations and the Term Structure of Interest Rates270 cited

Cited by

  • 2013How Much Do Investors Care About Macroeconomic Risk? Evidence from Scheduled Economic Announcements410 cited
  • 2009Investor sentiment and the stock market’s reaction to monetary policy379 cited
  • 1996Business conditions, monetary policy, and expected security returns363 cited
  • 2004Macro variables and international stock return predictability351 cited
  • 2002Micro Effects of Macro Announcements: Real-Time Price Discovery in Foreign Exchange339 cited
  • 2007Dynamic analysis between the US stock returns and the macroeconomic variables256 cited
  • 2002Macroeconomic Factors Do Influence Aggregate Stock Returns235 cited
  • 2011The effect of macroeconomic news on stock returns: New evidence from newspaper coverage213 cited
  • 1988Economic news, exchange rates and interest rates212 cited
  • 2011Do hedge funds' exposures to risk factors predict their future returns?208 cited
  • 2005

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work

Real-Time Price Discovery in Stock, Bond and Foreign Exchange Markets
208 cited
  • 2016Can information be locked up? Informed trading ahead of macro-news announcements207 cited
  • 2003International equity market comovements: Economic fundamentals or contagion?201 cited
  • 1987Macroeconomic information and stock prices192 cited
  • 2002Events That Shook the Market190 cited
  • 1986Asset Pricing and Expected Inflation186 cited