Monetary Policy and Stock Price Returns

The Cross‐Section of Expected Stock Returns

1992 • 15,031 citations

A Guide to Econometrics

1979 • 4,582 citations

Stock Return Predictability and The Role of Monetary Policy

1997 • 528 citations

Business conditions, monetary policy, and expected security returns

1996 • 385 citations

Discount rate changes and security returns in the U.S., 1962–1991

1995 • 174 citations

Asset Returns, Discount Rate Changes, and Market Efficiency

1985 • 168 citations

Monetary environments and international stock returns

1999 • 153 citations

The Information Content of Discount Rate Announcements and Their Effect on Market Interest Rates

1988 • 120 citations

Monetary Conditions and International Investing

1999 • 37 citations

Sensitivity analyses of anomalies in developed stock markets

2001 • 26 citations

Extreme Bound Analysis of Emerging Stock Market Anomalies

2000 • 21 citations

Mutual Fund Asset Allocation and Federal Reserve Monetary Policy

2001 • 4 citations