THE SUPPLY OF MONEY AND COMMON STOCK PRICES: FURTHER OBSERVATIONS ON THE ECONOMETRIC EVIDENCEJames E. Pesando1974-06-01articleThe Journal of Finance52 citationsclosedNo readable copy stored yet — this record is metadata only.Monetary Policy and Economic ImpactFinancial Markets and Investment StrategiesEconomic theories and modelsAbstractNo abstract was published for this record.Citations in this libraryStored only when both papers are in the corpus — 52 citations exist upstream.References1964CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK*1970EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK*1970Efficient Capital Markets: A Review of Theory and Empirical Work1965The Valuation of Risk Assets and the Selection of Risky Investments in Stock Portfolios and Capital Budgets1975THE VALUATION OF RISK ASSETS AND THE SELECTION OF RISKY INVESTMENTS IN STOCK PORTFOLIOS AND CAPITAL BUDGETS**This paper is another in a series of interrelated theoretical and statistical studies of corporate financial and investment policies being made under grants from the Rockefeller Foundation, and more recently the Ford Foundation, to the Harvard Business School. The generous support for this work is most gratefully acknowledged. The author is also much indebted to his colleagues Professors Bishop, Christenson, Kahr, Raiffa, and (especially) Schlaifer, for extensive discussion and commentary on an earlier draft of this paper; but responsibility for any errors or imperfections remains strictly his own.[Professor Sharpe's paper, “Capital Asset Prices: A Theory of Market Equilibrium Under Conditions of Risk” (Journal of Finance, September 1964) appeared after this paper was in final form and on its way to the printers. My first section, which parallels the first half of his paper (with corresponding conclusions), sets the algebraic framework for sections II, III and VI, (which have no counterpart in his paper) and for section IV on the equilibrium prices of risk assets, concerning which our results differ significantly for reasons which will be explored elsewhere. Sharpe does not take up the capital budgeting problem developed in section V below.]1969The Adjustment of Stock Prices to New Information2003The Adjustment of Stock Prices to New Information1965The Distributed Lag Between Capital Appropriations and ExpendituresCited by1975A Note on the Rationality of the Livingston Price Expectations1977Determinants of Common Stock Prices: A Time Series Analysis2003Naıve, ARIMA, nonparametric, transfer function and VAR models: A comparison of forecasting performance1982Rational Expectations and the Impact of Money Upon Stock Prices2012Money supply, interest rate, liquidity and share prices: A test of their linkage