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Is All That Talk Just Noise?
12 references·1 citing·41 second hop
Is All That Talk Just Noise? (2006)Is All That Talk Just Noise?Term Structure of Interest Rates (2008)Term Structure of Interest Ra…A Reconstruction of the Federal Reserve Bank of St. Louis Adjusted Monetary Base and Reserves (2003)A Reconstruction of the Feder…Retail Sweep Programs and Bank Reserves, 1994-1999 (2001)Retail Sweep Programs and Ban…Market Liquidity and Trading Activity (2001)Market Liquidity and Trading …The Dynamics of Discrete Bid and Ask Quotes (1999)The Dynamics of Discrete Bid …Cheap Talk on the Web: The Determinants of Postings on Stock Message Boards (1999)Cheap Talk on the Web: The De…Defining the Adjusted Monetary Base in an Era of Financial Change (1996)Defining the Adjusted Monetar…A Revised Measure of the St. Louis Adjusted Monetary Base (1996)A Revised Measure of the St. …On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks (1993)On the Relation between the E…Discretion versus policy rules in practice (1993)Discretion versus policy rule…Should M2 be redefined (1988)Should M2 be redefinedParsimonious Modeling of Yield Curves (1987)Parsimonious Modeling of Yiel…Towards the Profitability Trend Extraction from the Board Meeting Proceedings (2013)Towards the Profitability Tre…A Monetary History of the United States 1867-1960 (1964)Sticky-price models and the natural rate hypothesis (2005)The Golden Dilemma (2013)A Monetary History of the United States, 1867-1960 (2017)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Generalized autoregressive conditional heteroskedasticity (1986)Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)ARCH modeling in finance (1992)The Cross‐Section of Volatility and Expected Returns (2006)Rules, discretion and reputation in a model of monetary policy (1983)The Science of Monetary Policy: A New Keynesian Perspective (1999)Estimation and Inference of Impulse Responses by Local Projections (2005)Shocks and Frictions in US Business Cycles: A Bayesian DSGE Approach (2007)Bid, ask and transaction prices in a specialist market with heterogeneously informed traders (1985)Liquidity in the Futures Pits: Inferring Market Dynamics from Incomplete Data (2004)Theory-Based Illiquidity and Asset Pricing (2008)How Does Liquidity React to Stress Periods in a Limit Order Market? (2010)The relationship between return and market value of common stocks (1981)Continuous Auctions and Insider Trading (1985)Asset pricing and the bid-ask spread (1986)Market liquidity as a sentiment indicator (2004)Momentum and post-earnings-announcement drift anomalies: The role of liquidity risk (2005)Liquidity and Expected Returns: Lessons from Emerging Markets (2007)THE TAX‐ADJUSTED YIELD CURVE (1975)One-Factor Interest-Rate Models and the Valuation of Interest-Rate Derivative Securities (1993)A YIELD‐FACTOR MODEL OF INTEREST RATES (1996)What do We Know About Investment Under Uncertainty? (2000)Asset Pricing Implications of Equilibrium Business Cycle Models (2020)Board of Governors of the Federal Reserve System (2001)Identifying the Liquidity Effect at the Daily Frequency (2001)Sweep programs and optimal monetary aggregation (2004)How Capital Regulation and Other Factors Drive the Role of Shadow Banking in Funding Short-Term Business Credit (2014)Rumors (2003)Fraud detection in online consumer reviews (2010)INVESTIGATING PREDICTIVE POWER OF STOCK MICRO BLOG SENTIMENT IN FORECASTING FUTURE STOCK PRICE DIRECTIONAL MOVEMENT (2011)The LIBOR-OIS Spread as a Summary Indicator (2008)Money and Output: Friedman and Schwartz Revisited (2016)The demand for Divisia Money: Theory and evidence (2019)Explaining the Rate Spread on Corporate Bonds (2001)Forecasting the Term Structure of Government Bond Yields (2003)The U.S. Treasury yield curve: 1961 to the present (2007)
this work references cited by second hop

References

  • 1993Discretion versus policy rules in practice9,059 cited
  • 1993On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks9,041 cited
  • 1987Parsimonious Modeling of Yield Curves2,918 cited
  • 2001Market Liquidity and Trading Activity1,555 cited
  • 2008Term Structure of Interest Rates524 cited
  • 1999Cheap Talk on the Web: The Determinants of Postings on Stock Message Boards199 cited
  • 1999The Dynamics of Discrete Bid and Ask Quotes171 cited
  • 2001Retail Sweep Programs and Bank Reserves, 1994-1999123 cited
  • 1988Should M2 be redefined93 cited
  • 2003A Reconstruction of the Federal Reserve Bank of St. Louis Adjusted Monetary Base and Reserves76 cited
  • 1996A Revised Measure of the St. Louis Adjusted Monetary Base68 cited
  • 1996Defining the Adjusted Monetary Base in an Era of Financial Change66 cited

Cited by

  • 2013Towards the Profitability Trend Extraction from the Board Meeting Proceedings0 cited

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