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Further evidence on stock price response to changes in weekly money and the discount rate Author info | Abstract | Publisher info | Download info | Related research | Statistics R. W. Hafer
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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: 1985Date of revision:
Handle: RePEc:fip:fedlwp:1985-015Contact details of provider: Postal: P.O. Box 442, St. Louis, MO 63166 Fax: (314)444-8753 Web page: http://www.stlouisfed.org/ More information through EDIRC
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Keywords: References listed on IDEAS Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile , click on "citations" and make appropriate adjustments.:
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)
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)
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:
Martin Feldstein, 1981.
"Inflation and the Stock Market ,"
NBER Working Papers
0276, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted) Martin Feldstein, 1983.
"Inflation and the Stock Market ,"
NBER Chapters ,
in: Inflation, Tax Rules, and Capital Formation, pages 186-198
National Bureau of Economic Research, Inc.
[Downloadable!] 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)
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: R. Alton Gilbert, 1985.
"Operating procedures for conducting monetary policy ,"
Review ,
Federal Reserve Bank of St. Louis, issue Feb.
[Downloadable!]
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)
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)
French, Kenneth R., 1980.
"Stock returns and the weekend effect ,"
Journal of Financial Economics ,
Elsevier, vol. 8(1), pages 55-69, March.
[Downloadable!] (restricted)
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)
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)
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)
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:
Roley, V Vance & Walsh, Carl E, 1985.
"Monetary Policy Regimes, Expected Inflation, and the Response of Interest Rates to Money Announcements ,"
The Quarterly Journal of Economics ,
MIT Press, vol. 100(5), pages 1011-39, Supp..
[Downloadable!] (restricted) 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!]
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)
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)
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: 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!]
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: 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)
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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