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Market Reactions to Central Bank Interest Rate Changes: Evidence from the Chinese Stock Market*
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References

  • 2002Illiquidity and stock returns: cross-section and time-series effects10,008 cited
  • 2006Investor Sentiment and the Cross‐Section of Stock Returns6,234 cited
  • 1995The Limits of Arbitrage5,282 cited
  • 1997The Econometrics of Financial Markets5,007 cited
  • 1977RISK, UNCERTAINTY, AND DIVERGENCE OF OPINION3,714 cited
  • 2005What Explains the Stock Market's Reaction to Federal Reserve Policy?2,382 cited
  • 2006Information Uncertainty and Stock Returns1,815 cited
  • 2011The short of it: Investor sentiment and anomalies1,781 cited
  • 2005Investor Sentiment and Asset Valuation1,111 cited
  • 2004The impact of monetary policy on asset prices956 cited
  • 1997On Stock Market Returns and Monetary Policy931 cited
  • 1993Investment Analysis and the Adjustment of Stock Prices to Common Information640 cited
  • 2005Information Uncertainty and Expected Returns560 cited
  • 2007Short‐Sales Constraints and Price Discovery: Evidence from the Hong Kong Market484 cited
  • 2009Investor sentiment and the stock market’s reaction to monetary policy384 cited
  • 2006So What Orders Do Informed Traders Use?*

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