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Fearing the Fed: How Wall Street Reads Main Street
16 references·3 citing·42 second hopsampled
Fearing the Fed: How Wall Street Reads Main Street (2019)Fearing the Fed: How Wall Street Reads Ma…High Frequency Identification of Monetary Non-Neutrality: The Information Effect (2013)High Frequency Identification…Presidential Address: Discount Rates (2011)Presidential Address: Discoun…Monetary Policy, Inflation, and the Business Cycle: An Introduction to the New Keynesian Framework (2009)Monetary Policy, Inflation, a…Consumption Strikes Back? Measuring Long‐Run Risk (2008)Consumption Strikes Back? Mea…Real-time price discovery in global stock, bond and foreign exchange markets (2007)Real-time price discovery in …The Stock Market's Reaction to Unemployment News: Why Bad News Is Usually Good for Stocks (2005)The Stock Market's Reaction t…The Sensitivity of Long-Term Interest Rates to Economic News: Evidence and Implications for Macroeconomic Models (2005)The Sensitivity of Long-Term …The impact of monetary policy on asset prices (2004)The impact of monetary policy…Do Actions Speak Louder Than Words? The Response of Asset Prices to Monetary Policy Actions and Statements (2004)Do Actions Speak Louder Than …Micro Effects of Macro Announcements: Real-Time Price Discovery in Foreign Exchange (2003)Micro Effects of Macro Announ…Economic News and Bond Prices: Evidence from the U.S. Treasury Market (2001)Economic News and Bond Prices…Risks for the Long Run: A Potential Resolution of Asset Pricing Puzzles (2000)Risks for the Long Run: A Pot…On Stock Market Returns and Monetary Policy (1997)On Stock Market Returns and M…Stock Prices, News, and Business Conditions (1993)Stock Prices, News, and Busin…A VARIANCE DECOMPOSITION FOR STOCK RETURNS (1990)A VARIANCE DECOMPOSITION FOR …The Dividend-Price Ratio and Expectations of Future Dividends and Discount Factors (1988)The Dividend-Price Ratio and …Macroeconomics matter: Leading economic indicators and the cross-section of global stock returns (2022)Macroeconomics matter: Leadin…Volatility jumps and macroeconomic news announcements (2018)Volatility jumps and macroeco…Monetary Momentum (2018)Monetary MomentumMonetary Policy Rules and Macroeconomic Stability: Evidence and Some Theory* (2000)Monetary policy surprises and interest rates: Evidence from the Fed funds futures market (2001)The U.S. Treasury yield curve: 1961 to the present (2007)Macroeconomic Shocks and Their Propagation (2016)Discretion versus policy rules in practice (1993)Dynamic Conditional Correlation (2002)No Contagion, Only Interdependence: Measuring Stock Market Comovements (2002)Roughing It Up: Including Jump Components in the Measurement, Modeling, and Forecasting of Return Volatility (2007)Capital Flows, Push versus Pull Factors and the Global Financial Crisis (2011)The equity premium: A puzzle (1985)Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks (1993)Value and Momentum Everywhere (2013)… and the Cross-Section of Expected Returns (2015)What Does Monetary Policy Do? (1996)What Explains the Stock Market's Reaction to Federal Reserve Policy? (2005)Monetary Policy Surprises, Credit Costs, and Economic Activity (2015)Editor's Choice Digesting Anomalies: An Investment ApproachEfficient Capital Markets: A Review of Theory and Empirical Work (1970)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)Common risk factors in the returns on stocks and bonds (1993)Digesting Anomalies: An Investment Approach (2012)Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root (1981)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Testing for a Unit Root in Time Series Regression (1988)Efficient Capital Markets: II (1991)A five-factor asset pricing model (2014)Cointegration and Tests of Present Value Models (1987)Uncertainty about Government Policy and Stock Prices (2012)Hazardous Times for Monetary Policy: What Do Twenty-Three Million Bank Loans Say About the Effects of Monetary Policy on Credit Risk-Taking? (2014)Staggered prices in a utility-maximizing framework (1983)Staggered Prices in a Utility-Maximizing Framework (1996)Nominal Rigidities and the Dynamic Effects of a Shock to Monetary Policy (2005)U.S. Monetary Policy and the Global Financial Cycle (2020)Empirical exchange rate models of the seventies (1983)ARCH modeling in finance (1992)Econometrics of Testing for Jumps in Financial Economics Using Bipower Variation (2005)High-Frequency Trading and Price Discovery (2014)Stock Market Prices Do Not Follow Random Walks: Evidence from a Simple Specification Test (1988)Business conditions and expected returns on stocks and bonds (1989)Consumption, Aggregate Wealth, and Expected Stock Returns (2001)Have Individual Stocks Become More Volatile? An Empirical Exploration of Idiosyncratic Risk (2001)
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References

  • 2000Risks for the Long Run: A Potential Resolution of Asset Pricing Puzzles4,249 cited
  • 1988The Dividend-Price Ratio and Expectations of Future Dividends and Discount Factors3,784 cited
  • 2011Presidential Address: Discount Rates2,222 cited
  • 1990A VARIANCE DECOMPOSITION FOR STOCK RETURNS1,822 cited
  • 2004Do Actions Speak Louder Than Words? The Response of Asset Prices to Monetary Policy Actions and Statements1,566 cited
  • 2003Micro Effects of Macro Announcements: Real-Time Price Discovery in Foreign Exchange1,416 cited
  • 2013High Frequency Identification of Monetary Non-Neutrality: The Information Effect1,410 cited
  • 2007Real-time price discovery in global stock, bond and foreign exchange markets1,127 cited
  • 2005The Sensitivity of Long-Term Interest Rates to Economic News: Evidence and Implications for Macroeconomic Models1,004 cited
  • 2004The impact of monetary policy on asset prices956 cited
  • 1997On Stock Market Returns and Monetary Policy931 cited
  • 2001Economic News and Bond Prices: Evidence from the U.S. Treasury Market896 cited
  • 2005The Stock Market's Reaction to Unemployment News: Why Bad News Is Usually Good for Stocks793 cited
  • 2009Monetary Policy, Inflation, and the Business Cycle: An Introduction to the New Keynesian Framework791 cited

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  • 2008Consumption Strikes Back? Measuring Long‐Run Risk753 cited
  • 1993Stock Prices, News, and Business Conditions675 cited
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    • 2018Monetary Momentum26 cited
    • 2018Volatility jumps and macroeconomic news announcements25 cited
    • 2022Macroeconomics matter: Leading economic indicators and the cross-section of global stock returns21 cited