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The Reaction of Stock Prices to Unanticipated Changes in Money: A Note

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Author Info
Pearce, Douglas K
Roley, V Vance

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Article provided by American Finance Association in its journal Journal of Finance.

Volume (Year): 38 (1983)
Issue (Month): 4 (September)
Pages: 1323-33
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Handle: RePEc:bla:jfinan:v:38:y:1983:i:4:p:1323-33

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  1. Don Bredin & Caroline Gavin & Gerard O Reilly, 2003. "The Influence of Domestic and International Interest Rates on the ISEQ," The Economic and Social Review, Economic and Social Studies, vol. 34(3), pages 249–265. [Downloadable!]
  2. Jon Faust & John H. Rogers & Shing-Yi B. Wang & Jonathan H. Wright, 2003. "The high-frequency response of exchange rates and interest rates to macroeconomic announcements," International Finance Discussion Papers 784, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
    Other versions:
  3. Md. Mohiuddin & Md. Didarul Alam & Abdullah Ibneyy Shahid, 2008. "An Empirical Study of the Relationship between Macroeconomic Variables and Stock Price: A Study on Dhaka Stock Exchange (DSE)," AIUB Bus Econ Working Paper Series AIUB-BUS-ECON-2008-21, American International University-Bangladesh, Office of Research and Publications (ORP), revised Jun 2008. [Downloadable!]
  4. Grant McQueen & V. Vance Roley, 1990. "Stock Prices, News, and Business Conditions," NBER Working Papers 3520, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
  5. V. Vance Roley & Gordon H. Sellon, Jr., 1998. "Market reaction to monetary policy nonannouncements," Research Working Paper 98-06, Federal Reserve Bank of Kansas City. [Downloadable!]
  6. M. D. Mckenzie & R. D. Brooks, 2003. "The role of information in Hong Kong individual stock futures trading," Applied Financial Economics, Taylor and Francis Journals, vol. 13(2), pages 123-131, January. [Downloadable!] (restricted)
  7. Mark J. Flannery & Aris A. Protopapadakis, 2002. "Macroeconomic Factors Do Influence Aggregate Stock Returns," Review of Financial Studies, Oxford University Press for Society for Financial Studies, vol. 15(3), pages 751-782.
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