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RESPONSE OF FINANCIAL MARKETS TO ANNOUNCEMENTS OF THE AUSTRALIAN CURRENT ACCOUNT BALANCE
16 references·2 citing·44 second hop
RESPONSE OF FINANCIAL MARKETS TO ANNOUNCEMENTS OF THE AUSTRALIAN CURRENT ACCOUNT BALANCE (1995)RESPONSE OF FINANCIAL MARKETS TO ANNOUNCE…Response of Hourly Stock Prices and Trading Volume to Economic News (1988)Response of Hourly Stock Pric…Economic news, exchange rates and interest rates (1988)Economic news, exchange rates…Are Seasonal Anomalies Real? A Ninety-Year Perspective (1988)Are Seasonal Anomalies Real? …Macroeconomic information and stock prices (1987)Macroeconomic information and…Economic Forces and the Stock Market (1986)Economic Forces and the Stock…The Week-End Effect in Common Stock Returns: The International Evidence (1985)The Week-End Effect in Common…Stock Prices and Economic News (1985)Stock Prices and Economic NewsWhy interest rates react to money announcements (1984)Why interest rates react to m…Stock Prices and Economic News (1984)Stock Prices and Economic NewsThe Reaction of Stock Prices to Unanticipated Changes in Money: A Note (1983)The Reaction of Stock Prices …The Money Supply Announcements Puzzle: Review and Interpretation (1983)The Money Supply Announcement…Empirical exchange rate models of the seventies (1983)Empirical exchange rate model…The Adjustment of Stock Prices to Information About Inflation (1981)The Adjustment of Stock Price…Market Response to the Weekly Money Supply Announcements in the 1970s (1981)Market Response to the Weekly…Exchange Rates and the Current Account. (1980)Exchange Rates and the Curren…Inflation, Rational Valuation and the Market (1979)Inflation, Rational Valuation…Minute-by-minute dynamics of the Australian bond futures market in response to new macroeconomic information (2001)Minute-by-minute dynamics of …Do macro-economic news announcements affect the volatility of foreign exchange rates? Some evidence from Australia (1999)Do macro-economic news announ…Stock Returns, Real Activity, Inflation, and Money (1981)The Fiscal and Monetary Linkage Between Stock Returns and Inflation (1983)ON THE DYNAMIC RELATION BETWEEN STOCK PRICES AND EXCHANGE RATES (1996)Stock prices and exchange rate dynamics (2005)Expectations and Exchange Rate Dynamics (1976)Macroeconomics and Reality (1980)The Purchasing Power Parity Puzzle (1996)Monetary Theory and Policy (1999)Forecasting Economic Time Series (2000)Micro Effects of Macro Announcements: Real-Time Price Discovery in Foreign Exchange (2003)The Adjustment of Stock Prices to New Information (1969)Day of the Week Effects and Asset Returns (1981)Business conditions, monetary policy, and expected security returns (1996)The Adjustment of Stock Prices to New Information (2003)Investor sentiment and the stock market’s reaction to monetary policy (2009)How Much Do Investors Care About Macroeconomic Risk? Evidence from Scheduled Economic Announcements (2013)An Intertemporal Capital Asset Pricing Model (1973)Risk, Return, and Equilibrium: Empirical Tests (1973)The arbitrage theory of capital asset pricing (1976)The Cross-Section of Expected Stock Returns (1992)Common risk factors in the returns on stocks and bonds (1993)Industry costs of equity (1997)Stock returns and the weekend effect (1980)Econometric Models and Economic Forecasts (1990)Industrial Structure and the Comparative Behavior of International Stock Market Indices (1992)International stock market linkages: Evidence from the pre- and post-October 1987 period (1993)Anomalies or illusions? Evidence from stock markets in eighteen countries (1994)Measuring security price performance (1980)The relationship between return and market value of common stocks (1981)A Theory of Intraday Patterns: Volume and Price Variability (1988)Data-Snooping Biases in Tests of Financial Asset Pricing Models (1990)Efficient Capital Markets: II (1991)Fundamentals and Stock Returns in Japan (1991)Asset returns and inflation (1977)Estimating betas from nonsynchronous data (1977)BUBBLES AND FADS IN ASSET PRICES (1989)Dynamic analysis between the US stock returns and the macroeconomic variables (2007)On the Empirics of Sudden Stops: The Relevance of Balance-Sheet Effects (2004)International Liquidity and Exchange Rate Dynamics * (2015)Heterogeneous impacts of wars on global equity markets: Evidence from the invasion of Ukraine (2022)Asset Pricing at the Millennium (2000)Beyond Greed and Fear (2002)Behavioral finance (2003)Macro variables and international stock return predictability (2004)
this work references cited by second hop

References

  • 1986Economic Forces and the Stock Market5,258 cited
  • 1983Empirical exchange rate models of the seventies4,115 cited
  • 1988Are Seasonal Anomalies Real? A Ninety-Year Perspective1,179 cited
  • 1980Exchange Rates and the Current Account.1,042 cited
  • 1979Inflation, Rational Valuation and the Market944 cited
  • 1985The Week-End Effect in Common Stock Returns: The International Evidence771 cited
  • 1985Stock Prices and Economic News420 cited
  • 1981The Adjustment of Stock Prices to Information About Inflation387 cited
  • 1984Stock Prices and Economic News380 cited
  • 1983The Money Supply Announcements Puzzle: Review and Interpretation212 cited
  • 1988Economic news, exchange rates and interest rates212 cited
  • 1987Macroeconomic information and stock prices192 cited
  • 1983The Reaction of Stock Prices to Unanticipated Changes in Money: A Note183 cited
  • 1984Why interest rates react to money announcements178 cited
  • 1981Market Response to the Weekly Money Supply Announcements in the 1970s171 cited
  • 1988Response of Hourly Stock Prices and Trading Volume to Economic News

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171 cited

Cited by

  • 1999Do macro-economic news announcements affect the volatility of foreign exchange rates? Some evidence from Australia19 cited
  • 2001Minute-by-minute dynamics of the Australian bond futures market in response to new macroeconomic information18 cited