IDEAS home Printed from https://ideas.repec.org/r/oup/rasset/v9y2019i2p210-255..html
   My bibliography  Save this item

Quantitative Easing and Equity Prices: Evidence from the ETF Program of the Bank of Japan

Citations

Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
as


Cited by:

  1. Ralph S J Koijen & Robert J Richmond & Motohiro Yogo, 2024. "Which Investors Matter for Equity Valuations and Expected Returns?," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 91(4), pages 2387-2424.
  2. Ricardo J Caballero & Alp Simsek, 2021. "A Model of Endogenous Risk Intolerance and LSAPs: Asset Prices and Aggregate Demand in a “COVID-19” Shock [Financial intermediaries and the cross-section of asset returns]," The Review of Financial Studies, Society for Financial Studies, vol. 34(11), pages 5522-5580.
  3. Yip, Pick Schen & Lau, Wee-Yeap & Brooks, Robert, 2024. "Portfolio balance effect of the U.S. QE between commodities and financial assets in commodity-exporting countries," The North American Journal of Economics and Finance, Elsevier, vol. 74(C).
  4. Ko Adachi & Kazuhiro Hiraki & Tomiyuki Kitamura, 2021. "Supplementary Paper Series for the "Assessment" (1): The Effects of the Bank of Japan's ETF Purchases on Risk Premia in the Stock Markets," Bank of Japan Working Paper Series 21-E-3, Bank of Japan.
  5. Marszk, Adam & Lechman, Ewa, 2024. "What drives sustainable investing? Adoption determinants of sustainable investing exchange-traded funds in Europe," Structural Change and Economic Dynamics, Elsevier, vol. 69(C), pages 63-82.
  6. Hiroshi Gunji & Kazuki Miura & Yuan Yuan, 2023. "The effect of the Bank of Japan's Exchange‐Traded Fund purchases on firm performance," Asian Economic Journal, East Asian Economic Association, vol. 37(3), pages 346-370, September.
  7. Guo, Qi & Huang, Shao’an & Wang, Gaowang, 2024. "Stabilizing the financial markets through communication and informed trading," Journal of Financial Markets, Elsevier, vol. 69(C).
  8. Gunji, Hiroshi, 2024. "Impact of the Kuroda Bazooka on Japanese households’ borrowing intentions," Japan and the World Economy, Elsevier, vol. 69(C).
  9. Katagiri, Mitsuru & Shino, Junnosuke & Takahashi, Koji, 2022. "The announcement effects of a change in the Bank of Japan’s ETF purchase program: An event study," Finance Research Letters, Elsevier, vol. 50(C).
  10. Jin, Ling & Li, Zhisheng & Lu, Lei & Ni, Xiaoran, 2023. "Does stock market rescue affect investment efficiency in the real sector?," Journal of Financial Markets, Elsevier, vol. 65(C).
  11. Ailie Charteris & Conrad Alexander Steyn, 2023. "The Bank of Japan’s exchange traded fund purchases: a help or hindrance to market efficiency?," Journal of Asset Management, Palgrave Macmillan, vol. 24(3), pages 225-240, May.
  12. Fukuda, Shin-ichi & Tanaka, Mariko, 2024. "The effects of large-scale equity purchases during the coronavirus pandemic," Journal of the Japanese and International Economies, Elsevier, vol. 71(C).
  13. Ralph S. J. Koijen & Robert J. Richmond & Motohiro Yogo, 2020. "Which Investors Matter for Global Equity Valuations and Expected Returns?," Working Papers 2020-34, Princeton University. Economics Department..
  14. Alessandro Rebucci & Jonathan S. Hartley & Daniel Jiménez, 2022. "An Event Study of COVID-19 Central Bank Quantitative Easing in Advanced and Emerging Economies," Advances in Econometrics, in: Essays in Honor of M. Hashem Pesaran: Prediction and Macro Modeling, volume 43, pages 291-322, Emerald Group Publishing Limited.
  15. Godwin Olasehinde-Williams & Ifedola Olanipekun & Oktay Özkan, 2024. "Stock Market Response to Quantitative Easing: Evidence from the Novel Rolling Windows Nonparametric Causality-in-Quantiles Approach," Computational Economics, Springer;Society for Computational Economics, vol. 64(2), pages 947-977, August.
  16. Kakhkharov, Jakhongir & Bianchi, Robert J. & Akhtaruzzaman, Md, 2024. "The impact of monetary and fiscal policy on FinTech firms during the crisis," International Review of Economics & Finance, Elsevier, vol. 96(PB).
  17. Hattori, Takahiro & Yoshida, Jiro, 2023. "The impact of Bank of Japan’s exchange-traded fund purchases," Journal of Financial Stability, Elsevier, vol. 65(C).
  18. Katagiri, Mitsuru & Shino, Junnosuke & Takahashi, Koji, 2025. "Bank of Japan’s ETF purchase program and equity risk premium: A CAPM interpretation," Journal of Financial Markets, Elsevier, vol. 73(C).
  19. Stefania D'Amico & Vamsi Kurakula & Stephen M. Lee, 2020. "Impacts of the Fed Corporate Credit Facilities through the Lenses of ETFs and CDX," Working Paper Series WP-2020-14, Federal Reserve Bank of Chicago.
  20. Nozawa, Yoshio & Qiu, Yancheng, 2021. "Corporate bond market reactions to quantitative easing during the COVID-19 pandemic," Journal of Banking & Finance, Elsevier, vol. 133(C).
  21. Ben Charoenwong & Randall Morck & Yupana Wiwattanakantang, 2021. "Bank of Japan Equity Purchases: The (Non-)Effects of Extreme Quantitative Easing [Whatever it takes: the real effects of unconventional monetary policy]," Review of Finance, European Finance Association, vol. 25(3), pages 713-743.
  22. Guo, Qi & Huang, Shao'an & Wang, Gaowang, 2022. "Stabilizing the Financial Markets through Informed Trading," MPRA Paper 115470, University Library of Munich, Germany.
  23. Samuel J. Hempel & Dasol Kim & Russ Wermers, 2022. "Financial Intermediary Funding Constraints and Segmented Markets," Working Papers 22-01, Office of Financial Research, US Department of the Treasury.
  24. Harada, Kimie & Okimoto, Tatsuyoshi, 2021. "The BOJ's ETF purchases and its effects on Nikkei 225 stocks," International Review of Financial Analysis, Elsevier, vol. 77(C).
  25. repec:upd:utmpwp:049 is not listed on IDEAS
  26. Maciej Stefański, 2021. "Macroeconomic Effects of Quantitative Easing Using Mid-sized Bayesian Vector Autoregressions," KAE Working Papers 2021-068, Warsaw School of Economics, Collegium of Economic Analysis.
  27. El Kalak, Izidin & Leung, Woon Sau & Takahashi, Hidenori & Yamada, Kazuo, 2023. "The Bank of Japan's equity purchases and stock illiquidity," Journal of Financial Markets, Elsevier, vol. 63(C).
  28. Patrick Aldridge & David Cimon & Rishi Vala, 2023. "Central Bank Crisis Interventions: A Review of the Recent Literature on Potential Costs," Discussion Papers 2023-30, Bank of Canada.
  29. Cohen, Lior, 2023. "The effects of the BoJ's ETF purchases on equities and corporate investment," Economic Modelling, Elsevier, vol. 129(C).
  30. Shin-ichi Fukuda & Mariko Tanaka, 2022. "The Effects of Large-scale Equity Purchases during the Coronavirus Pandemic," CIRJE F-Series CIRJE-F-1186, CIRJE, Faculty of Economics, University of Tokyo.
  31. Maeda, Kou & Shino, Junnosuke & Takahashi, Koji, 2022. "Counteracting large-scale asset purchase program: The Bank of Japan’s ETF purchases and securities lending," Economic Analysis and Policy, Elsevier, vol. 75(C), pages 563-576.
IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.