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Monetary policy shocks and financially constrained stock returns: The effects of the financial crisis
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Monetary policy shocks and financially constrained stock returns: The effects of the financial crisis (2018)Monetary policy shocks and financially co…Deciphering the Liquidity and Credit Crunch 2007–2008 (2009)Deciphering the Liquidity and…Financial Constraints Risk (2006)Financial Constraints RiskWhat Explains the Stock Market's Reaction to Federal Reserve Policy? (2005)What Explains the Stock Marke…Illiquidity and stock returns: cross-section and time-series effects (2002)Illiquidity and stock returns…Monetary policy surprises and interest rates: Evidence from the Fed funds futures market (2001)Monetary policy surprises and…Financial Constraints and Stock Returns (2001)Financial Constraints and Sto…The Investor Fear Gauge (2000)The Investor Fear GaugeGeneralized impulse response analysis in linear multivariate models (1998)Generalized impulse response …Do Investment-Cash Flow Sensitivities Provide Useful Measures of Financing Constraints? (1997)Do Investment-Cash Flow Sensi…Capital-Market Imperfections and Investment (1997)Capital-Market Imperfections …The Financial Accelerator and the Flight to Quality (1996)The Financial Accelerator and…Inside the Black Box: The Credit Channel of Monetary Policy Transmission (1995)Inside the Black Box: The Cre…Monetary Policy, Business Cycles, and the Behavior of Small Manufacturing Firms (1994)Monetary Policy, Business Cyc…The federal funds rate and the channels of monetary transmission (1989)The federal funds rate and th…Financing Constraints and Corporate Investment (1988)Financing Constraints and Cor…Agency Costs, Net Worth, And Business Fluctuations (1988)Agency Costs, Net Worth, And …Moral Hazard and Observability (1979)Optimal contracts and competitive markets with costly state verification (1979)Theory ahead of business-cycle measurement (1986)Market Liquidity and Funding Liquidity (2008)Macroeconomics and Reality (1980)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Likelihood-Based Inference in Cointegrated Vector Autoregressive Models (1995)Measuring Financial Asset Return and Volatility Spillovers, with Application to Global Equity Markets (2008)Better to give than to receive: Predictive directional measurement of volatility spillovers (2011)On the network topology of variance decompositions: Measuring the connectedness of financial firms (2014)Theory of the firm: Managerial behavior, agency costs and ownership structure (1976)Corporate financing and investment decisions when firms have information that investors do not have (1984)Agency Costs of Free Cash Flow, Corporate Finance, and Takeovers (1986)The Financial Accelerator in a Quantitative Business Cycle Framework (1998)Managing with Style: The Effect of Managers on Firm Policies (2003)New Evidence on Measuring Financial Constraints: Moving Beyond the KZ Index (2010)Editor's Choice Digesting Anomalies: An Investment ApproachThe Cross-Section of Expected Stock Returns (1992)Common risk factors in the returns on stocks and bonds (1993)On Persistence in Mutual Fund Performance (1997)Liquidity Risk and Expected Stock Returns (2003)Asset pricing with liquidity risk (2005)Chapter 21 The financial accelerator in a quantitative business cycle framework (1999)The Science of Monetary Policy: A New Keynesian Perspective (1999)The Quarterly Journal of Economics (2024)Determinants of corporate borrowing (1977)Bank Runs, Deposit Insurance, and Liquidity (1983)Continuous Auctions and Insider Trading (1985)Bank lending during the financial crisis of 2008 (2009)Econometric measures of connectedness and systemic risk in the finance and insurance sectors (2012)The Benefits of Lending Relationships: Evidence from Small Business Data (1994)Threshold effects in non-dynamic panels: Estimation, testing, and inference (1999)The Cash Flow Sensitivity of Cash (2004)CEO Overconfidence and Corporate Investment (2005)Corporate social responsibility and access to finance (2013)… and the Cross-Section of Expected Returns (2015)Policy Uncertainty and Corporate Investment (2015)Demand for green finance: Resolving financing constraints on green innovation in China (2021)What Do a Million Observations on Banks Say About the Transmission of Monetary Policy? (2000)
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References

  • 2002Illiquidity and stock returns: cross-section and time-series effects10,008 cited
  • 1997Do Investment-Cash Flow Sensitivities Provide Useful Measures of Financing Constraints?6,790 cited
  • 1998Generalized impulse response analysis in linear multivariate models6,129 cited
  • 1988Financing Constraints and Corporate Investment5,566 cited
  • 1988Agency Costs, Net Worth, And Business Fluctuations4,382 cited
  • 1995Inside the Black Box: The Credit Channel of Monetary Policy Transmission4,205 cited
  • 2006Financial Constraints Risk3,702 cited
  • 2009Deciphering the Liquidity and Credit Crunch 2007–20083,326 cited
  • 1989The federal funds rate and the channels of monetary transmission2,833 cited
  • 1997Capital-Market Imperfections and Investment2,600 cited
  • 1994Monetary Policy, Business Cycles, and the Behavior of Small Manufacturing Firms2,546 cited
  • 2005What Explains the Stock Market's Reaction to Federal Reserve Policy?2,382 cited
  • 1996The Financial Accelerator and the Flight to Quality2,351 cited
  • 2001Monetary policy surprises and interest rates: Evidence from the Fed funds futures market2,054 cited
  • 2001Financial Constraints and Stock Returns

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  • 2000The Investor Fear Gauge1,097 cited
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