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Monetary Policy and the Cross‐Section of Expected Stock Returns

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References

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1991

Financial Investment Opportunities and the Macroeconomy

844 cited

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2004What Explains the Stock Market's Reaction to Federal Reserve Policy?45 cited
2009Money and the C-CAPM42 cited
2006What Explains the Stock Market's Reaction to Federal Reserve Policy?40 cited
2016Predictability in bond returns using technical trading rules37 cited
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2016Is the stock market impervious to monetary policy announcements: Evidence from emerging India33 cited
2017Do FOMC Actions Speak Loudly? Evidence from Corporate Bond Credit Spreads32 cited
2005Variations in effects of monetary policy on stock market returns in the past four decades30 cited
2003New Evidence on Optimal Asset Allocation29 cited
2010Market States and the Effect on Equity REIT Returns due to Changes in Monetary Policy Stance24 cited
2008MONETARY POLICY INDICATORS AS PREDICTORS OF STOCK RETURNS23 cited
2006State-Dependent Stock Market Reactions to Monetary Policy22 cited