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Trade policy uncertainty and stock returns
16 references·7 citing·40 second hopsampled
Trade policy uncertainty and stock returns (2021)Trade policy uncertainty and stock returnsThe Surprisingly Swift Decline of US Manufacturing Employment (2016)The Surprisingly Swift Declin…Measuring Economic Policy Uncertainty* (2016)Measuring Economic Policy Unc…Measuring Uncertainty (2015)Measuring UncertaintyEstimates of the Trade and Welfare Effects of NAFTA (2014)Estimates of the Trade and We…A five-factor asset pricing model (2014)A five-factor asset pricing m…Political uncertainty and risk premia (2013)Political uncertainty and ris…Betting against beta (2013)Betting against betaUncertainty about Government Policy and Stock Prices (2012)Uncertainty about Government …The Impact of Uncertainty Shocks (2009)The Impact of Uncertainty Sho…Estimating Standard Errors in Finance Panel Data Sets: Comparing Approaches (2008)Estimating Standard Errors in…Economic Links and Predictable Returns (2008)Economic Links and Predictabl…The Impact of Uncertainty Shocks (2007)The Impact of Uncertainty Sho…Price Informativeness and Investment Sensitivity to Stock Price (2006)Price Informativeness and Inv…Multifactor Explanations of Asset Pricing Anomalies (1996)Multifactor Explanations of A…Dynamic Asset Pricing Theory. (1993)Dynamic Asset Pricing Theory.Stock Prices, Earnings, and Expected Dividends (1988)Stock Prices, Earnings, and E…Trade policy uncertainty and innovation: Evidence from China (2025)Trade policy uncertainty and …Trade Policy Dynamics: Evidence from 60 Years of US-China Trade (2024)Trade Policy Dynamics: Eviden…Geopolitical risk and stock prices (2024)Geopolitical risk and stock p…Does trade policy uncertainty increase commercial banks’ risk-taking? Evidence from China (2023)Does trade policy uncertainty…Climate policy uncertainty and the stock return predictability of the oil industry (2022)Climate policy uncertainty an…Trade-Policy Dynamics: Evidence from 60 Years of U.S.-China Trade (2021)Trade-Policy Dynamics: Eviden…The International Spillover Effects of US Trade Policy Uncertainty (2021)The International Spillover E…The Pricing of Options and Corporate Liabilities (1973)A Theory of the Term Structure of Interest Rates (1985)Prospect theory: An analysis of decision under risk (1988)A YIELD‐FACTOR MODEL OF INTEREST RATES (1996)Valuing American Options by Simulation: A Simple Least-Squares Approach (2001)Introductory Econometrics for Finance (2008)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)Common risk factors in the returns on stocks and bonds (1993)Industry costs of equity (1997)On Persistence in Mutual Fund Performance (1997)Investor Psychology and Security Market Under‐ and Overreactions (1998)Tobin's Marginal q and Average q: A Neoclassical Interpretation (1982)Nominal Rigidities and the Dynamic Effects of a Shock to Monetary Policy (2005)Measuring Geopolitical Risk (2022)Do Stock Prices Move Too Much to be Justified by Subsequent Changes in Dividends? (1980)Does the Stock Market Overreact? (1985)The Dividend-Price Ratio and Expectations of Future Dividends and Discount Factors (1986)The Dividend-Price Ratio and Expectations of Future Dividends and Discount Factors (1988)Investor Psychology and Asset Pricing (2001)The Efficient Market Hypothesis and Its Critics (2003)Protection For Sale (1992)Distributive Politics and Economic Growth (1994)Policy Uncertainty and Corporate Investment (2015)The Asset-Pricing Implications of Government Economic Policy Uncertainty (2015)Carbon Tail Risk (2018)An Economic Theory of Democracy. (1958)Risk, Return, and Equilibrium: Empirical Tests (1973)Specification Tests in Econometrics (1978)Econometric Analysis of Cross Section and Panel Data (2001)Robust Standard Errors for Panel Regressions with Cross-Sectional Dependence (2007)Robust Inference With Multiway Clustering (2011)The Role of Monetary Policy (1995)COVID-19 pandemic, oil prices, stock market, geopolitical risk and policy uncertainty nexus in the US economy: Fresh evidence from the wavelet-based approach (2020)The Unprecedented Stock Market Reaction to COVID-19 (2020)The Cross-Section of Expected Stock Returns (1992)Postwar U.S. Business Cycles: An Empirical Investigation (1997)COVID-Induced Economic Uncertainty (2020)Editor's Choice Digesting Anomalies: An Investment ApproachDo Shareholders Benefit from Green Bonds? (2018)Empirical Asset Pricing via Machine Learning (2020)
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References

  • 2016Measuring Economic Policy Uncertainty*12,311 cited
  • 2008Estimating Standard Errors in Finance Panel Data Sets: Comparing Approaches10,793 cited
  • 2014A five-factor asset pricing model7,841 cited
  • 1996Multifactor Explanations of Asset Pricing Anomalies6,710 cited
  • 2009The Impact of Uncertainty Shocks5,941 cited
  • 2015Measuring Uncertainty2,908 cited
  • 1993Dynamic Asset Pricing Theory.2,891 cited
  • 1988Stock Prices, Earnings, and Expected Dividends2,457 cited
  • 2013Political uncertainty and risk premia2,375 cited
  • 2012Uncertainty about Government Policy and Stock Prices2,327 cited
  • 2007The Impact of Uncertainty Shocks2,111 cited
  • 2013Betting against beta2,027 cited
  • 2014Estimates of the Trade and Welfare Effects of NAFTA1,514 cited
  • 2006Price Informativeness and Investment Sensitivity to Stock Price1,492 cited
  • 2008Economic Links and Predictable Returns1,411 cited
  • 2016The Surprisingly Swift Decline of US Manufacturing Employment1,353 cited

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Cited by

  • 2022Climate policy uncertainty and the stock return predictability of the oil industry118 cited
  • 2024Geopolitical risk and stock prices104 cited
  • 2023Does trade policy uncertainty increase commercial banks’ risk-taking? Evidence from China28 cited
  • 2021The International Spillover Effects of US Trade Policy Uncertainty17 cited
  • 2021Trade-Policy Dynamics: Evidence from 60 Years of U.S.-China Trade17 cited
  • 2025Trade policy uncertainty and innovation: Evidence from China14 cited
  • 2024Trade Policy Dynamics: Evidence from 60 Years of US-China Trade14 cited