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On the transactions costs of UK quantitative easing
16 references·1 citing·51 second hop
On the transactions costs of UK quantitative easing (2018)On the transactions costs of UK quantitat…The Federal Reserve’s Balance Sheet as a Financial-Stability Tool (2018)The Federal Reserve’s Balance…Anticipated and Repeated Shocks in Liquid Markets (2013)Anticipated and Repeated Shoc…The financial market impact of UK quantitative easing (2012)The financial market impact o…The Financial Market Impact of Quantitative Easing in the United Kingdom (2012)The Financial Market Impact o…Flow and stock effects of large-scale treasury purchases: Evidence on the importance of local supply (2012)Flow and stock effects of lar…The Effects of Quantitative Easing on Interest Rates (2011)The Effects of Quantitative E…Let’s Twist Again: A High-Frequency Event-Study Analysis of Operation Twist and Its Implications for QE2 (2011)Let’s Twist Again: A High-Fre…Event Study Testing with Cross-sectional Correlation of Abnormal Returns (2010)Event Study Testing with Cros…Market-Based Corrective Actions (2009)Market-Based Corrective Actio…Underpricing in the Corporate Bond Market (2007)Underpricing in the Corporate…Bidder Behavior in Multiunit Auctions: Evidence from Swedish Treasury Auctions (2002)Bidder Behavior in Multiunit …The CFA Franc Zone and Fiscal Discipline (1997)The CFA Franc Zone and Fiscal…The Treasury's Experiment with Single-Price Auctions in the Mid-1970s: Winner's or Taxpayer's Curse? 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The Response of Asset Prices to Monetary Policy Actions and Statements (2004)A Monetary History of the United States, 1867-1960 (2008)The Effects of Quantitative Easing on Interest Rates: Channels and Implications for Policy (2011)Liquidity Preference as Behavior Towards Risk (1958)A General Equilibrium Approach To Monetary Theory (1969)Multivariate Simultaneous Generalized ARCH (1995)Quantitative Easing and Unconventional Monetary Policy – an Introduction (2012)Bond Supply and Excess Bond Returns (2014)On the International Spillovers of US Quantitative Easing (2016)Corporate financing and investment decisions when firms have information that investors do not have (1984)Why new issues are underpriced (1986)Monitoring and Reputation: The Choice between Bank Loans and Directly Placed Debt (1991)Liquidity Risk and Expected Corporate Bond Returns (2010)Regulatory pressure and fire sales in the corporate bond market (2011)Momentum in Corporate Bond Returns (2013)Asset Fire Sales (and Purchases) in Equity Markets (2005)Securitized banking and the run on repo (2011)Noise as Information for Illiquidity (2013)Value and Momentum Everywhere (2013)Measuring security price performance (1980)Efficient Capital Markets: II (1991)Market efficiency, long-term returns, and behavioral finance1The comments of Brad Barber, David Hirshleifer, S.P. Kothari, Owen Lamont, Mark Mitchell, Hersh Shefrin, Robert Shiller, Rex Sinquefield, Richard Thaler, Theo Vermaelen, Robert Vishny, Ivo Welch, and a referee have been helpful. Kenneth French and Jay Ritter get special thanks.1 (1998)
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References

  • 1974Special Information and Insider Trading1,236 cited
  • 2010Event Study Testing with Cross-sectional Correlation of Abnormal Returns682 cited
  • 2012Flow and stock effects of large-scale treasury purchases: Evidence on the importance of local supply655 cited
  • 2011Let’s Twist Again: A High-Frequency Event-Study Analysis of Operation Twist and Its Implications for QE2420 cited
  • 2012The Financial Market Impact of Quantitative Easing in the United Kingdom406 cited
  • 2009Market-Based Corrective Actions278 cited
  • 2013Anticipated and Repeated Shocks in Liquid Markets186 cited
  • 2007Underpricing in the Corporate Bond Market177 cited
  • 2002Bidder Behavior in Multiunit Auctions: Evidence from Swedish Treasury Auctions147 cited
  • 2011The Effects of Quantitative Easing on Interest Rates129 cited
  • 1993Limiting Central Bank Credit to the Government: Theory and Practice101 cited
  • 1997The CFA Franc Zone and Fiscal Discipline88 cited
  • 2012The financial market impact of UK quantitative easing81 cited
  • 1824Plan for the establishment of a national bank81 cited
  • 1994The Treasury's Experiment with Single-Price Auctions in the Mid-1970s: Winner's or Taxpayer's Curse?

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72 cited
  • 2018The Federal Reserve’s Balance Sheet as a Financial-Stability Tool66 cited
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    • 2020Unconventional monetary policies: A stock-taking exercise12 cited