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Monetary Policy Announcements and Stock Returns: Some Further Evidence from India
16 references·1 citing·32 second hop
Monetary Policy Announcements and Stock Returns: Some Further Evidence from India (2019)Monetary Policy Announcements and Stock R…U.S. unconventional monetary policy and transmission to emerging market economies (2015)U.S. unconventional monetary …The Econometrics of Financial Markets (2012)The Econometrics of Financial…Macroeconomic cycles and the stock market’s reaction to monetary policy (2008)Macroeconomic cycles and the …What Explains the Stock Market's Reaction to Federal Reserve Policy? (2005)What Explains the Stock Marke…The impact of monetary policy on asset prices (2004)The impact of monetary policy…Taking Stock: Monetary Policy Transmission to Equity Markets (2004)Taking Stock: Monetary Policy…The Impact of Monetary Policy on Asset Prices (2002)The Impact of Monetary Policy…The Transmission Mechanism and the Role of Asset Prices in Monetary Policy (2001)The Transmission Mechanism an…Monetary policy surprises and interest rates: Evidence from the Fed funds futures market (2001)Monetary policy surprises and…The Econometrics of Financial Markets (1997)The Econometrics of Financial…Stock Return Predictability and The Role of Monetary Policy (1997)Stock Return Predictability a…On Stock Market Returns and Monetary Policy (1997)On Stock Market Returns and M…Event Studies in Economics and Finance (1997)Event Studies in Economics an…Stocks for the Long Run (1994)Stocks for the Long RunThe federal funds rate and the channels of monetary transmission (1989)The federal funds rate and th…Business conditions and expected returns on stocks and bonds (1989)Business conditions and expec…Export Performance of MSMEs in India: Is Credit Constraint an Invisible Gorilla? (2021)Export Performance of MSMEs i…The arbitrage theory of capital asset pricing (1976)Economic Forces and the Stock Market (1986)Inside the Black Box: The Credit Channel of Monetary Policy Transmission (1995)Firm Size and Cyclical Variations in Stock Returns (2000)An Empirical Analysis of Stock and Bond Market Liquidity (2004)An Intertemporal Capital Asset Pricing Model (1973)The relationship between return and market value of common stocks (1981)Common risk factors in the returns on stocks and bonds (1993)Industry costs of equity (1997)Illiquidity and stock returns: cross-section and time-series effects (2002)Identification Through Heteroskedasticity (2003)Real-time price discovery in global stock, bond and foreign exchange markets (2007)Uncertainty about Government Policy and Stock Prices (2012)Risk, uncertainty and monetary policy (2013)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)Corporate financing and investment decisions when firms have information that investors do not have (1984)Stock Market Liberalization, Economic Reform, and Emerging Market Equity Prices (2000)Capital markets research in accounting (2001)Introductory Econometrics for Finance (2008)The Economic Costs of Conflict: A Case Study of the Basque Country (2003)Giving Content to Investor Sentiment: The Role of Media in the Stock Market (2007)Market Liquidity and Funding Liquidity (2008)Global Stock Markets in the Twentieth Century (1999)A multivariate model of strategic asset allocation (2002)Sources of Lifetime Inequality (2011)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)High Frequency Identification of Monetary Non-Neutrality: The Information Effect (2013)Monetary Policy Surprises, Credit Costs, and Economic Activity (2015)The Science of Monetary Policy: A New Keynesian Perspective (1999)What Do a Million Observations on Banks Say About the Transmission of Monetary Policy? (2000)Predicting Excess Stock Returns Out of Sample: Can Anything Beat the Historical Average? (2007)
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  • 2008

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Macroeconomic cycles and the stock market’s reaction to monetary policy
247 cited

Cited by

  • 2021Export Performance of MSMEs in India: Is Credit Constraint an Invisible Gorilla?9 cited