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Further evidence on stock price response to changes in weekly money and the discount rate

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R. W. Hafer

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File URL: http://research.stlouisfed.org/wp/1985/1985-015.pdf
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Paper provided by Federal Reserve Bank of St. Louis in its series Working Papers with number 1985-015.

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Date of creation: 1985
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Handle: RePEc:fip:fedlwp:1985-015

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  1. Fama, Eugene F. & Schwert, G. William, 1977. "Asset returns and inflation," Journal of Financial Economics, Elsevier, vol. 5(2), pages 115-146, November. [Downloadable!] (restricted)
  2. Rozeff, Michael S., 1974. "Money and stock prices : Market efficiency and the lag in effect of monetary policy," Journal of Financial Economics, Elsevier, vol. 1(3), pages 245-302, September. [Downloadable!] (restricted)
  3. Feldstein, Martin, 1980. "Inflation and the Stock Market," American Economic Review, American Economic Association, vol. 70(5), pages 839-47, December. [Downloadable!] (restricted)
    Other versions:
  4. Gibbons, Michael R & Hess, Patrick, 1981. "Day of the Week Effects and Asset Returns," Journal of Business, University of Chicago Press, vol. 54(4), pages 579-96, October. [Downloadable!] (restricted)
  5. Belongia, Michael T. & Kolb, Fredric, 1984. "Risk aversion and weekly money : Does the market expect the Fed to offset large increase in M1?," Economics Letters, Elsevier, vol. 16(3-4), pages 327-330. [Downloadable!] (restricted)
    Other versions:
  6. R. Alton Gilbert, 1985. "Operating procedures for conducting monetary policy," Review, Federal Reserve Bank of St. Louis, issue Feb. [Downloadable!]
  7. Smirlock, Michael J & Yawitz, Jess B, 1985. " Asset Returns, Discount Rate Changes, and Market Efficiency," Journal of Finance, American Finance Association, vol. 40(4), pages 1141-58, September. [Downloadable!] (restricted)
  8. Gultekin, N Bulent, 1983. " Stock Market Returns and Inflation Forecasts," Journal of Finance, American Finance Association, vol. 38(3), pages 663-73, June. [Downloadable!] (restricted)
  9. French, Kenneth R., 1980. "Stock returns and the weekend effect," Journal of Financial Economics, Elsevier, vol. 8(1), pages 55-69, March. [Downloadable!] (restricted)
  10. Branch, Ben, 1974. "Common Stock Performance and Inflation: An International Comparison," Journal of Business, University of Chicago Press, vol. 47(1), pages 48-52, January. [Downloadable!] (restricted)
  11. Lloyd-Davies, Peter & Canes, Michael, 1978. "Stock Prices and the Publication of Second-Hand Information," Journal of Business, University of Chicago Press, vol. 51(1), pages 43-56, January. [Downloadable!] (restricted)
  12. Fama, Eugene F, et al, 1969. "The Adjustment of Stock Prices to New Information," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 10(1), pages 1-21, February. [Downloadable!] (restricted)
  13. V. Vance Roley & Carl E. Walsh, 1986. "Monetary Policy Regimes, Expected Inflation, and the Response of Interest Rates to Money Announcements," NBER Working Papers 1181, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    Other versions:
  14. Richard G. Sheehan, 1985. "Weekly money announcements: new information and its effects," Review, Federal Reserve Bank of St. Louis, issue Aug, pages 25-34. [Downloadable!]
  15. Cohn, Richard A & Lessard, Donald R, 1981. "The Effect of Inflation on Stock Prices: International Evidence," Journal of Finance, American Finance Association, vol. 36(2), pages 277-89, May. [Downloadable!] (restricted)
  16. Schwert, G William, 1981. "The Adjustment of Stock Prices to Information about Inflation," Journal of Finance, American Finance Association, vol. 36(1), pages 15-29, March. [Downloadable!] (restricted)
  17. Falk, Barry & Orazem, Peter F, 1985. "The Money Supply Announcements Puzzle: Comment," American Economic Review, American Economic Association, vol. 75(3), pages 562-64, June. [Downloadable!] (restricted)
    Other versions:
  18. Lawrence S. Davidson & Richard T. Froyen, 1982. "Monetary policy and stock returns: are stock markets efficient?," Review, Federal Reserve Bank of St. Louis, issue Mar, pages 3-12. [Downloadable!]
  19. Hafer, R W, 1984. " Comparing Time-Series and Survey Forecasts of Weekly Changes in Money: A Methodological Note," Journal of Finance, American Finance Association, vol. 39(4), pages 1207-13, September. [Downloadable!] (restricted)
    Other versions:
  20. Cornell, Bradford, 1983. "The Money Supply Announcements Puzzle: Review and Interpretation," American Economic Review, American Economic Association, vol. 73(4), pages 644-57, September. [Downloadable!] (restricted)
  21. Hasbrouck, Joel, 1984. " Stock Returns, Inflation, and Economic Activity: The Survey Evidence," Journal of Finance, American Finance Association, vol. 39(5), pages 1293-1310, December. [Downloadable!] (restricted)
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