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Impacts of the US macroeconomic news on Asian stock markets
16 references·0 citing·49 second hopsampled
Impacts of the US macroeconomic news on Asian stock markets (2014)Impacts of the US macroeconomic news on A…Giving Content to Investor Sentiment: The Role of Media in the Stock Market (2007)Giving Content to Investor Se…Transmission of Information across International Equity Markets (2006)Transmission of Information a…Monetary Policy Surprises and Interest Rates: Evidence from the Fed Funds Futures Markets (2006)Monetary Policy Surprises and…Monetary policy surprises and interest rates: Evidence from the Fed funds futures market (2001)Monetary policy surprises and…Economic News and Bond Prices: Evidence from the U.S. Treasury Market (2001)Economic News and Bond Prices…The Impact of Public Information on the Stock Market (1994)The Impact of Public Informat…Public Information Arrival (1994)Public Information ArrivalConditional Heteroskedasticity in Asset Returns: A New Approach (1991)Conditional Heteroskedasticit…A VARIANCE DECOMPOSITION FOR STOCK RETURNS (1990)A VARIANCE DECOMPOSITION FOR …What Moves Stock Prices? (1988)What Moves Stock Prices?Generalized autoregressive conditional heteroskedasticity (1986)Generalized autoregressive co…The Reaction of Stock Prices to Unanticipated Changes in Money: A Note (1983)The Reaction of Stock Prices …The Fiscal and Monetary Linkage Between Stock Returns and Inflation (1983)The Fiscal and Monetary Linka…STOCK PRICES, REAL ACTIVITY, INFLATION AND MONEY (1981)STOCK PRICES, REAL ACTIVITY, …Do Stock Prices Move Too Much to be Justified by Subsequent Changes in Dividends? (1980)Do Stock Prices Move Too Much…COMMON STOCKS AS A HEDGE AGAINST INFLATION (1976)COMMON STOCKS AS A HEDGE AGAI…Expectations and the neutrality of money (1972)MONEY, INCOME, AND CAUSALITY (1972)Asset returns and inflation (1977)Efficient Capital Markets: II (1991)A Comprehensive Look at The Empirical Performance of Equity Premium Prediction (2007)Dividend Policy, Growth, and the Valuation of Shares (1961)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)Book Review: Time Series Analysis: Forecasting and Control (1977)Does the Stock Market Overreact? (1985)Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency (1993)Investor Sentiment and the Cross‐Section of Stock Returns (2006)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)ARCH modeling in finance (1992)On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks (1993)By Force of Habit: A Consumption‐Based Explanation of Aggregate Stock Market Behavior (1999)Time Series Analysis: Forecasting and Control (1977)Multivariate Simultaneous Generalized ARCH (1995)Investigating Causal Relations by Econometric Models and Cross-spectral Methods (1969)Stock Returns and the Term Structure (1985)Stock Returns, Expected Returns, and Real Activity (1990)Oil price shocks and stock market activity (1999)Economic Forces and the Stock Market (1986)Expected stock returns and volatility (1987)Permanent and Temporary Components of Stock Prices (1988)Empirical properties of asset returns: stylized facts and statistical issues (2001)Investor Psychology and Asset Pricing (2001)The Information Content of Annual Earnings Announcements (1968)Information Effects on the Bid-Ask Spread (1983)Bid, ask and transaction prices in a specialist market with heterogeneously informed traders (1985)Micro Effects of Macro Announcements: Real-Time Price Discovery in Foreign Exchange (2003)Real-time price discovery in global stock, bond and foreign exchange markets (2007)The Spline-GARCH Model for Low-Frequency Volatility and Its Global Macroeconomic Causes (2008)The General Theory of Employment, Interest and Money. (1936)Common risk factors in the returns on stocks and bonds (1993)More Than Words: Quantifying Language to Measure Firms' Fundamentals (2008)In Search of Attention (2011)Textual Analysis in Accounting and Finance: A Survey (2016)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)Consumption, Aggregate Wealth, and Expected Stock Returns (2001)Have Individual Stocks Become More Volatile? An Empirical Exploration of Idiosyncratic Risk (2001)Presidential Address: Discount Rates (2011)The effect of changes in the federal funds rate target on market interest rates in the 1970s (1989)Federal Reserve interest rate targeting, rational expectations, and the term structure (1995)Do Measures of Monetary Policy in a VAR Make Sense (1998)Do Actions Speak Louder Than Words? The Response of Asset Prices to Monetary Policy Actions and Statements (2004)What Explains the Stock Market's Reaction to Federal Reserve Policy? (2005)Monetary Policy Surprises, Credit Costs, and Economic Activity (2015)
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References

  • 1986Generalized autoregressive conditional heteroskedasticity23,378 cited
  • 1991Conditional Heteroskedasticity in Asset Returns: A New Approach10,394 cited
  • 2007Giving Content to Investor Sentiment: The Role of Media in the Stock Market4,971 cited
  • 1980Do Stock Prices Move Too Much to be Justified by Subsequent Changes in Dividends?4,020 cited
  • 1981STOCK PRICES, REAL ACTIVITY, INFLATION AND MONEY2,632 cited
  • 2001Monetary policy surprises and interest rates: Evidence from the Fed funds futures market2,054 cited
  • 1990A VARIANCE DECOMPOSITION FOR STOCK RETURNS1,822 cited
  • 1988What Moves Stock Prices?1,255 cited
  • 1983The Fiscal and Monetary Linkage Between Stock Returns and Inflation978 cited
  • 2001Economic News and Bond Prices: Evidence from the U.S. Treasury Market896 cited
  • 1976COMMON STOCKS AS A HEDGE AGAINST INFLATION706 cited
  • 1994The Impact of Public Information on the Stock Market549 cited
  • 2006Monetary Policy Surprises and Interest Rates: Evidence from the Fed Funds Futures Markets414 cited
  • 1994Public Information Arrival337 cited
  • 2006Transmission of Information across International Equity Markets220 cited

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  • 1983The Reaction of Stock Prices to Unanticipated Changes in Money: A Note183 cited
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