IDEAS home Printed from https://ideas.repec.org/r/oup/rfinst/v31y2018i10p3895-3936..html

Financial Frictions and the Stock Price Reaction to Monetary Policy

Citations

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


Cited by:

  1. Zong, Lu & Tao, Zheng & Zhai, Jia & Shi, Shimeng, 2025. "Measuring the impact of cyber policy: A news-based cyber policy index and its spillover to U.S. stock sectors," Research in International Business and Finance, Elsevier, vol. 78(C).
  2. repec:osf:osfxxx:kqdar_v2 is not listed on IDEAS
  3. Bauer, Michael D. & Offner, Eric A. & Rudebusch, Glenn D., 2025. "Green stocks and monetary policy shocks: Evidence from Europe," European Economic Review, Elsevier, vol. 177(C).
  4. Saifullah Khan & Adnan Shoaib & Rehan Aftab & Muhammad Yasir & Muhammad Bilal Saeed, 2025. "Financial frictions and stock return: A novel least minus more frictional factor for asset pricing models in emerging economies," PLOS ONE, Public Library of Science, vol. 20(7), pages 1-31, July.
  5. Ricardo Nunes & Ali Ozdagli & Jenny Tang, 2022. "Interest Rate Surprises: A Tale of Two Shocks," Working Papers 2213, Federal Reserve Bank of Dallas.
  6. Ozdagli, Ali & Velikov, Mihail, 2020. "Show me the money: The monetary policy risk premium," Journal of Financial Economics, Elsevier, vol. 135(2), pages 320-339.
  7. Döttling, Robin & Lam, Adrian, 2023. "Does Monetary Policy Shape the Path to Carbon Neutrality?," OSF Preprints kqdar, Center for Open Science.
  8. Darmouni, Olivier & Geisecke, Oliver & Rodnyanky, Alexander, 2019. "The Bond Lending Channel of Monetary Policy," MPRA Paper 95141, University Library of Munich, Germany.
  9. Benchora, Inessa & Leroy, Aurélien & Raffestin, Louis, 2025. "Is monetary policy transmission green?," Economic Modelling, Elsevier, vol. 144(C).
  10. Michael D. Bauer & Alexander Czarnota & Mathias Klein, 2026. "Prices and Monetary Policy: The Role of Financial Constraints," Working Paper Series 2026-13, Federal Reserve Bank of San Francisco.
  11. Jang, Hyeonung & Seo, Byoung Ki, 2022. "Transmission of central bank communication to emerging economies: Evidence from the Korean stock market," Emerging Markets Review, Elsevier, vol. 52(C).
  12. Central Bank of the Republic of Türkiye, 2025. "The heterogeneous impact of monetary policy announcements on firms' financial outcomes," BIS Papers chapters, in: Bank for International Settlements (ed.), How can central banks take account of differences across households and firms for monetary policy?, volume 127, pages 295-330, Bank for International Settlements.
  13. Ranjan Kumar Mohanty & N R Bhanumurthy, 2020. "Asymmetric Monetary Policy Transmission in India:Does Financial Friction Matter?," BASE University Working Papers 03/2020, BASE University, Bengaluru, India.
  14. Thiago Revil T. Ferreira & Daniel Ostry & John Rogers, 2023. "Firm Financial Conditions and the Transmission of Monetary Policy," Finance and Economics Discussion Series 2023-037, Board of Governors of the Federal Reserve System (U.S.).
  15. Ezgi Kurt, 2025. "Asymmetric Effects of Monetary Policy on Firms," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 57(8), pages 2159-2188, December.
  16. Masyayuki Okada & Kazuhiro Teramoto, 2025. "Large Firms and Monetary Policy Surprises: Unraveling Excessive Stock Price Sensitivity," IMES Discussion Paper Series 25-E-06, Institute for Monetary and Economic Studies, Bank of Japan.
  17. Michael Dambra & Mihail Velikov & Joseph Weber, 2024. "Disclosure, Materiality Thresholds, and the Cost of Capital: Evidence from Federal Open Market Committee Announcements," Management Science, INFORMS, vol. 70(12), pages 8322-8343, December.
  18. Andrade, Philippe & Ferroni, Filippo, 2021. "Delphic and odyssean monetary policy shocks: Evidence from the euro area," Journal of Monetary Economics, Elsevier, vol. 117(C), pages 816-832.
  19. repec:osf:osfxxx:kqdar_v1 is not listed on IDEAS
  20. Kurt G. Lunsford, 2020. "Policy Language and Information Effects in the Early Days of Federal Reserve Forward Guidance," American Economic Review, American Economic Association, vol. 110(9), pages 2899-2934, September.
  21. Fatih Kansoy & Dominykas Stasiulaitis, 2025. "Green Shields: The Role of ESG in Uncertain Times," Economics Series Working Papers 1082, University of Oxford, Department of Economics.
  22. Fatih Kansoy & Dominykas Stasiulaitis, 2025. "Green Shields: The Role of ESG in Uncertain Time," Papers 2506.02143, arXiv.org.
  23. Gareth Anderson & Ambrogio Cesa-Bianchi, 2020. "Crossing the credit channel: credit spreads and firm heterogeneity," Bank of England Staff Working Paper series 854, Bank of England.
  24. Döttling, Robin & Ratnovski, Lev, 2023. "Monetary policy and intangible investment," Journal of Monetary Economics, Elsevier, vol. 134(C), pages 53-72.
  25. Okan Akarsu & Mehmet Selman Çolak & Hatice Karahan & Huzeyfe Torun, 2025. "The heterogeneous impact of monetary policy announcements on firms’ financial outcomes," Empirical Economics, Springer, vol. 69(6), pages 3045-3087, December.
  26. Colak, Gonul & Mai, Sinh Thoi, 2026. "Corporate agility and monetary policy transmission," Journal of Corporate Finance, Elsevier, vol. 98(C).
IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.