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MACROECONOMIC NEWS AND STOCK MARKET CALENDAR AND WEATHER ANOMALIES
16 references·6 citing·45 second hop
MACROECONOMIC NEWS AND STOCK MARKET CALENDAR AND WEATHER ANOMALIES (2007)MACROECONOMIC NEWS AND STOCK MARKET CALEN…What Explains the Stock Market's Reaction to Federal Reserve Policy? (2005)What Explains the Stock Marke…The Stock Market's Reaction to Unemployment News: Why Bad News Is Usually Good for Stocks (2005)The Stock Market's Reaction t…Stock market returns: A note on temperature anomaly (2004)Stock market returns: A note …Good Day Sunshine: Stock Returns and the Weather (2003)Good Day Sunshine: Stock Retu…Macroeconomic Factors Do Influence Aggregate Stock Returns (2002)Macroeconomic Factors Do Infl…Monetary policy surprises and interest rates: Evidence from the Fed funds futures market (2001)Monetary policy surprises and…Losing Sleep at the Market: The Daylight Saving Anomaly (2000)Losing Sleep at the Market: T…Stock Prices, News, and Business Conditions (1993)Stock Prices, News, and Busin…Stock prices and the Wall Street weather (1993)Stock prices and the Wall Str…How Markets Process Information: News Releases and Volatility (1993)How Markets Process Informati…Are Seasonal Anomalies Real? A Ninety-Year Perspective (1988)Are Seasonal Anomalies Real? …A monthly effect in stock returns (1987)A monthly effect in stock ret…The Week-End Effect in Common Stock Returns: The International Evidence (1985)The Week-End Effect in Common…Size-related anomalies and stock return seasonality (1983)Size-related anomalies and st…Day of the Week Effects and Asset Returns (1981)Day of the Week Effects and A…Capital market seasonality: The case of stock returns (1976)Capital market seasonality: T…Day-of-the-week effect and volatility in stock returns: evidence from the Indian stock market (2023)Day-of-the-week effect and vo…The Halloween indicator, “Sell in May and Go Away”: Everywhere and all the time (2020)The Halloween indicator, “Sel…Investor mood and the determinants of stock prices: an experimental analysis (2015)Investor mood and the determi…Investor mood and demand for stocks: Evidence from popular TV series finales (2015)Investor mood and demand for …Investor Optimism, False Hopes and the January Effect (2011)Investor Optimism, False Hope…Explanatory factors of the inflation news impact on stock returns by sector: The Spanish case (2008)Explanatory factors of the in…Statistical principles in experimental design. (1962)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)Time Series Analysis: Forecasting and Control (1977)Stock Prices and Volume (1992)Another Look at the Cross-Section of Expected Stock Returns (1995)Stock return variances (1986)Why Does Stock Market Volatility Change Over Time? (1989)Return Volatility and Trading Volume: An Information Flow Interpretation of Stochastic Volatility (1996)Why Do Markets Move Together? An Investigation of U.S.‐Japan Stock Return Comovements (1996)Economic News and Bond Prices: Evidence from the U.S. Treasury Market (2001)The Behavior of Stock-Market Prices (1965)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)Measuring security price performance (1980)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)Efficient Capital Markets: A Review of Theory and Empirical Work (1970)Further Evidence On Investor Overreaction and Stock Market Seasonality (1987)A Test of the Efficiency of a Given Portfolio (1989)Profitability of Momentum Strategies: An Evaluation of Alternative Explanations (2001)Feeling and thinking: Preferences need no inferences. (1980)Expected stock returns and volatility (1987)Ambiguity and Self-Evaluation: The Role of Idiosyncratic Trait Definitions in Self-Serving Assessments of Ability (2002)Investor psychology in capital markets: evidence and policy implications (2002)Sentiment and stock prices: The case of aviation disasters (2009)An Intertemporal Capital Asset Pricing Model (1973)The arbitrage theory of capital asset pricing (1976)Does earnings guidance affect market returns? The nature and information content of aggregate earnings guidance (2006)The Determinants of Stock and Bond Return Comovements (2010)Investor Attention and Stock Market Volatility (2014)Out of Control: Visceral Influences on Behavior (1996)The Role of Emotions in Marketing (1999)Risk as feelings. (2001)Sentiment During Recessions (2012)The Sum of All FEARS Investor Sentiment and Asset Prices (2014)Do Investors Value Sustainability? A Natural Experiment Examining Ranking and Fund Flows (2017)Do Actions Speak Louder Than Words? The Response of Asset Prices to Monetary Policy Actions and Statements (2004)Capital regulation, risk-taking and monetary policy: A missing link in the transmission mechanism? (2011)Uncertainty about Government Policy and Stock Prices (2012)High Frequency Identification of Monetary Non-Neutrality: The Information Effect (2013)Monetary Policy Surprises, Credit Costs, and Economic Activity (2015)
this work references cited by second hop

References

  • 2005What Explains the Stock Market's Reaction to Federal Reserve Policy?2,382 cited
  • 2001Monetary policy surprises and interest rates: Evidence from the Fed funds futures market2,054 cited
  • 1983Size-related anomalies and stock return seasonality1,800 cited
  • 2003Good Day Sunshine: Stock Returns and the Weather1,742 cited
  • 1976Capital market seasonality: The case of stock returns1,229 cited
  • 1988Are Seasonal Anomalies Real? A Ninety-Year Perspective1,179 cited
  • 1981Day of the Week Effects and Asset Returns1,173 cited
  • 1993How Markets Process Information: News Releases and Volatility970 cited
  • 1993Stock prices and the Wall Street weather831 cited
  • 2002Macroeconomic Factors Do Influence Aggregate Stock Returns826 cited
  • 2005The Stock Market's Reaction to Unemployment News: Why Bad News Is Usually Good for Stocks793 cited
  • 1985The Week-End Effect in Common Stock Returns: The International Evidence771 cited
  • 1987A monthly effect in stock returns720 cited
  • 1993Stock Prices, News, and Business Conditions675 cited
  • 2004Stock market returns: A note on temperature anomaly541 cited

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2000
Losing Sleep at the Market: The Daylight Saving Anomaly
494 cited

Cited by

  • 2015Investor mood and demand for stocks: Evidence from popular TV series finales44 cited
  • 2011Investor Optimism, False Hopes and the January Effect44 cited
  • 2020The Halloween indicator, “Sell in May and Go Away”: Everywhere and all the time30 cited
  • 2008Explanatory factors of the inflation news impact on stock returns by sector: The Spanish case27 cited
  • 2015Investor mood and the determinants of stock prices: an experimental analysis27 cited
  • 2023Day-of-the-week effect and volatility in stock returns: evidence from the Indian stock market26 cited