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Stock market liquidity, funding liquidity, financial crises and quantitative easing
16 references·2 citing·46 second hop
Stock market liquidity, funding liquidity, financial crises and quantitative easing (2020)Stock market liquidity, funding liquidity…The Effects of Quantitative Easing on Interest Rates: Channels and Implications for Policy (2011)The Effects of Quantitative E…Capital regulation, risk-taking and monetary policy: A missing link in the transmission mechanism? (2011)Capital regulation, risk-taki…Financial Intermediation and Credit Policy in Business Cycle Analysis (2010)Financial Intermediation and …Do liquidity measures measure liquidity?☆ (2009)Do liquidity measures measure…Market Liquidity and Funding Liquidity (2008)Market Liquidity and Funding …Information Uncertainty and Stock Returns (2006)Information Uncertainty and S…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…Illiquidity and stock returns: cross-section and time-series effects (2002)Illiquidity and stock returns…Liquidity Risk, Liquidity Creation, and Financial Fragility: A Theory of Banking (2001)Liquidity Risk, Liquidity Cre…Systemic Risk, Interbank Relations, and Liquidity Provision by the Central Bank (2000)Systemic Risk, Interbank Rela…Bank Size, Bank Capital, and the Bank Lending Channel (2000)Bank Size, Bank Capital, and …A Theory of Bank Capital (2000)A Theory of Bank CapitalStock Markets, Banks, and Economic Growth (1999)Stock Markets, Banks, and Eco…On Stock Market Returns and Monetary Policy (1997)On Stock Market Returns and M…Stock Markets, Banks, and Economic Growth (1996)Stock Markets, Banks, and Eco…Stock Market Response to Quantitative Easing: Evidence from the Novel Rolling Windows Nonparametric Causality-in-Quantiles Approach (2023)Stock Market Response to Quan…Does unconventional monetary policy improve credit support for the industry chain? The mechanism of trade credit (2023)Does unconventional monetary …The Financial Accelerator in a Quantitative Business Cycle Framework (1998)Nominal Rigidities and the Dynamic Effects of a Shock to Monetary Policy (2005)Shocks and Frictions in US Business Cycles: A Bayesian DSGE Approach (2007)Credit Spreads and Business Cycle Fluctuations (2012)A Macroeconomic Model with a Financial Sector (2014)Risk, Return, and Equilibrium: Empirical Tests (1973)Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency (1993)A Simple Way to Estimate Bid‐Ask Spreads from Daily High and Low Prices (2012)Illiquidity and Stock Returns II: Cross-Section and Time-Series Effects (2018)Trading and Arbitrage in Cryptocurrency Markets (2018)On the mechanics of economic development (1988)A Contribution to the Empirics of Economic Growth (1992)Finance and Growth: Schumpeter Might Be Right (1993)Finance and Growth: Theory and Evidence (2004)Chapter 12 Finance and Growth: Theory and Evidence (2005)Law, finance, and economic growth in China (2005)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)Credit Rationing in Markets with Imperfect Information (1981)Bank Runs, Deposit Insurance, and Liquidity (1983)Continuous Auctions and Insider Trading (1985)Liquidity and leverage (2008)Deciphering the Liquidity and Credit Crunch 2007–2008 (2009)Econometric measures of connectedness and systemic risk in the finance and insurance sectors (2012)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)Financing Constraints and Corporate Investment (1988)Capital Flows and the Risk-Taking Channel of Monetary Policy (2013)Hazardous Times for Monetary Policy: What Do Twenty-Three Million Bank Loans Say About the Effects of Monetary Policy on Credit Risk-Taking? (2014)Dilemma not Trilemma: The Global Financial Cycle and Monetary Policy Independence (2015)The arbitrage theory of capital asset pricing (1976)Retail Investor Sentiment and Return Comovements (2006)High idiosyncratic volatility and low returns: International and further U.S. evidence (2008)Individualism and Momentum around the World (2010)Financial Intermediation and Delegated Monitoring (1984)Firms, Contracts, and Financial Structure (1995)Banks as Liquidity Providers: An Explanation for the Coexistence of Lending and Deposit‐taking (2002)Does Distance Still Matter? The Information Revolution in Small Business Lending (2002)How does capital affect bank performance during financial crises? (2013)Do Actions Speak Louder Than Words? The Response of Asset Prices to Monetary Policy Actions and Statements (2004)Uncertainty about Government Policy and Stock Prices (2012)Financial intermediation and growth: Causality and causes (2000)
this work references cited by second hop

References

  • 2002Illiquidity and stock returns: cross-section and time-series effects10,008 cited
  • 2008Market Liquidity and Funding Liquidity5,007 cited
  • 1996Stock Markets, Banks, and Economic Growth3,889 cited
  • 1999Stock Markets, Banks, and Economic Growth2,881 cited
  • 2005What Explains the Stock Market's Reaction to Federal Reserve Policy?2,382 cited
  • 2001Liquidity Risk, Liquidity Creation, and Financial Fragility: A Theory of Banking2,006 cited
  • 2010Financial Intermediation and Credit Policy in Business Cycle Analysis1,986 cited
  • 2006Information Uncertainty and Stock Returns1,810 cited
  • 2011Capital regulation, risk-taking and monetary policy: A missing link in the transmission mechanism?1,799 cited
  • 2009Do liquidity measures measure liquidity?☆1,425 cited
  • 2000A Theory of Bank Capital1,407 cited
  • 2000Systemic Risk, Interbank Relations, and Liquidity Provision by the Central Bank1,381 cited
  • 2011The Effects of Quantitative Easing on Interest Rates: Channels and Implications for Policy1,198 cited
  • 2000Bank Size, Bank Capital, and the Bank Lending Channel1,067 cited
  • 2004The impact of monetary policy on asset prices956 cited

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  • 1997On Stock Market Returns and Monetary Policy931 cited
  • Cited by

    • 2023Stock Market Response to Quantitative Easing: Evidence from the Novel Rolling Windows Nonparametric Causality-in-Quantiles Approach25 cited
    • 2023Does unconventional monetary policy improve credit support for the industry chain? The mechanism of trade credit12 cited