-
1
-
-
33746819192
-
Investor sentiment and the cross-section of stock returns
-
Baker M., and Wurgler J. Investor sentiment and the cross-section of stock returns. Journal of Finance 61 (2006) 1645-1680
-
(2006)
Journal of Finance
, vol.61
, pp. 1645-1680
-
-
Baker, M.1
Wurgler, J.2
-
3
-
-
55149087032
-
Macroeconomic cycles and the stock market's reaction to monetary policy
-
Basistha A., and Kurov A. Macroeconomic cycles and the stock market's reaction to monetary policy. Journal of Banking and Finance 32 (2008) 2606-2616
-
(2008)
Journal of Banking and Finance
, vol.32
, pp. 2606-2616
-
-
Basistha, A.1
Kurov, A.2
-
5
-
-
14944344261
-
What explains the stock market's reaction to Federal Reserve policy?
-
Bernanke B.S., and Kuttner K.N. What explains the stock market's reaction to Federal Reserve policy?. Journal of Finance 60 (2005) 1221-1257
-
(2005)
Journal of Finance
, vol.60
, pp. 1221-1257
-
-
Bernanke, B.S.1
Kuttner, K.N.2
-
6
-
-
16244368074
-
The stock market's reaction to unemployment news: Why bad news is usually good for stocks
-
Boyd J., Hu J., and Jagannathan R. The stock market's reaction to unemployment news: Why bad news is usually good for stocks. Journal of Finance 60 (2005) 649-672
-
(2005)
Journal of Finance
, vol.60
, pp. 649-672
-
-
Boyd, J.1
Hu, J.2
Jagannathan, R.3
-
7
-
-
17544383711
-
Investor sentiment and asset valuation
-
Brown G.W., and Cliff M.T. Investor sentiment and asset valuation. Journal of Business 78 (2005) 405-440
-
(2005)
Journal of Business
, vol.78
, pp. 405-440
-
-
Brown, G.W.1
Cliff, M.T.2
-
8
-
-
34247475794
-
Does monetary policy have asymmetric effects on stock returns?
-
Chen S.S. Does monetary policy have asymmetric effects on stock returns?. Journal of Money, Credit and Banking 39 (2007) 667-688
-
(2007)
Journal of Money, Credit and Banking
, vol.39
, pp. 667-688
-
-
Chen, S.S.1
-
9
-
-
56549096783
-
Predicting the bear stock market: Macroeconomic variables as leading indicators
-
Chen S.S. Predicting the bear stock market: Macroeconomic variables as leading indicators. Journal of Banking and Finance 33 (2009) 211-223
-
(2009)
Journal of Banking and Finance
, vol.33
, pp. 211-223
-
-
Chen, S.S.1
-
10
-
-
62449165111
-
Investor inattention and Friday earnings announcements
-
DellaVigna S., and Pollet J. Investor inattention and Friday earnings announcements. Journal of Finance 64 (2009) 709-749
-
(2009)
Journal of Finance
, vol.64
, pp. 709-749
-
-
DellaVigna, S.1
Pollet, J.2
-
11
-
-
33750455541
-
-
FRBSF Working Paper 2004-09
-
Doms, M., Morin, N., 2004. Consumer sentiment, the economy, and the news media. FRBSF Working Paper 2004-09.
-
(2004)
Consumer sentiment, the economy, and the news media
-
-
Doms, M.1
Morin, N.2
-
14
-
-
43849083736
-
Dumb money: Mutual fund flows and the cross-section of stock returns
-
Frazzini A., and Lamont O.A. Dumb money: Mutual fund flows and the cross-section of stock returns. Journal of Financial Economics 88 (2008) 299-322
-
(2008)
Journal of Financial Economics
, vol.88
, pp. 299-322
-
-
Frazzini, A.1
Lamont, O.A.2
-
17
-
-
33745310243
-
Yield spreads as alternative risk factors for size and book-to-market
-
Hahn J., and Lee H. Yield spreads as alternative risk factors for size and book-to-market. Journal of Financial and Quantitative Analysis 41 (2006) 245-269
-
(2006)
Journal of Financial and Quantitative Analysis
, vol.41
, pp. 245-269
-
-
Hahn, J.1
Lee, H.2
-
18
-
-
0003410290
-
-
Princeton University Press, Princeton, NJ
-
Hamilton J.D. Time Series Analysis (1994), Princeton University Press, Princeton, NJ
-
(1994)
Time Series Analysis
-
-
Hamilton, J.D.1
-
19
-
-
56549093151
-
Regime switching in the relationship between equity returns and short-term interest rates in the UK
-
Henry O.T. Regime switching in the relationship between equity returns and short-term interest rates in the UK. Journal of Banking and Finance 33 (2009) 405-414
-
(2009)
Journal of Banking and Finance
, vol.33
, pp. 405-414
-
-
Henry, O.T.1
-
20
-
-
70350244357
-
-
Hirshleifer, D., Lim, S.S., Teoh, S.H., forthcoming. Driven to distraction: Extraneous events and underreaction to earnings news. Journal of Finance.
-
Hirshleifer, D., Lim, S.S., Teoh, S.H., forthcoming. Driven to distraction: Extraneous events and underreaction to earnings news. Journal of Finance.
-
-
-
-
21
-
-
0007881731
-
Investor reaction to salient news in closed-end country funds
-
Klibanoff P., Lamont O., and Wizman T.A. Investor reaction to salient news in closed-end country funds. Journal of Finance 53 (1998) 673-699
-
(1998)
Journal of Finance
, vol.53
, pp. 673-699
-
-
Klibanoff, P.1
Lamont, O.2
Wizman, T.A.3
-
23
-
-
33745721800
-
Retail investor sentiment and return comovements
-
Kumar A., and Lee C.M.C. Retail investor sentiment and return comovements. Journal of Finance 61 (2006) 2451-2486
-
(2006)
Journal of Finance
, vol.61
, pp. 2451-2486
-
-
Kumar, A.1
Lee, C.M.C.2
-
24
-
-
0001011206
-
Monetary policy surprises and interest rates: Evidence from the Fed funds futures market
-
Kuttner K.N. Monetary policy surprises and interest rates: Evidence from the Fed funds futures market. Journal of Monetary Economics 47 (2001) 523-544
-
(2001)
Journal of Monetary Economics
, vol.47
, pp. 523-544
-
-
Kuttner, K.N.1
-
25
-
-
21344488530
-
Stock prices, news, and business conditions
-
McQueen G., and Roley V.V. Stock prices, news, and business conditions. Review of Financial Studies 6 (1993) 683-707
-
(1993)
Review of Financial Studies
, vol.6
, pp. 683-707
-
-
McQueen, G.1
Roley, V.V.2
-
27
-
-
17744373870
-
The industry effects of monetary policy in the Euro area
-
Peersman G., and Smets F. The industry effects of monetary policy in the Euro area. Economic Journal 115 (2005) 319-342
-
(2005)
Economic Journal
, vol.115
, pp. 319-342
-
-
Peersman, G.1
Smets, F.2
-
29
-
-
33644886041
-
Do Fama-French factors proxy for innovations in predictive variables?
-
Petkova R. Do Fama-French factors proxy for innovations in predictive variables?. Journal of Finance 61 (2006) 581-612
-
(2006)
Journal of Finance
, vol.61
, pp. 581-612
-
-
Petkova, R.1
-
31
-
-
0000095552
-
A heteroskedasticity-consistent covariance matrix estimator and a direct test for heteroskedasticity
-
White H. A heteroskedasticity-consistent covariance matrix estimator and a direct test for heteroskedasticity. Econometrica 48 (1980) 817-838
-
(1980)
Econometrica
, vol.48
, pp. 817-838
-
-
White, H.1
-
32
-
-
0001742386
-
High breakdown-point and high efficiency robust estimates for regression
-
Yohai V.J. High breakdown-point and high efficiency robust estimates for regression. The Annals of Statistics 15 (1987) 642-656
-
(1987)
The Annals of Statistics
, vol.15
, pp. 642-656
-
-
Yohai, V.J.1
|