Stock Returns, Money Supply and the Direction of Causality
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Bibliographic InfoArticle provided by American Finance Association in its journal Journal of Finance.
Volume (Year): 32 (1977)
Issue (Month): 4 (September)
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- Heimonen, Kari, 2010. "Money and equity returns in the Euro area," Global Finance Journal, Elsevier, vol. 21(2), pages 152-169.
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- Ali M. Parhizgari, Duong Nguyen, 2011. "M1, M2, and the U.S. Equity Exchanges," Frontiers in Finance and Economics, SKEMA Business School, vol. 8(2), pages 112-135, October.
- Hsu, Kuang-Chung & Chiang, Hui-Chu, 2011. "Nonlinear effects of monetary policy on stock returns in a smooth transition autoregressive model," The Quarterly Review of Economics and Finance, Elsevier, vol. 51(4), pages 339-349.
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- Andreas Humpe & Peter Macmillan, 2007. " Can macroeconomic variables explain long term stock market movements? A comparison of the US and Japan," CDMA Working Paper Series 0720, Centre for Dynamic Macroeconomic Analysis.
- Lastrapes, W. D., 1998. "International evidence on equity prices, interest rates and money," Journal of International Money and Finance, Elsevier, vol. 17(3), pages 377-406, June.
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