Similar Search Results

Market manipulation

Cherian, Joseph A. - In: Finance, (pp. 611-630). 1995

Persistent link: https://www.econbiz.de/10001317999

Ex-dividend stock price behavior and arbitrage opportunities

Heath, David C. - In: The journal of business : B 61 (1988) 1, pp. 95-108

Persistent link: https://www.econbiz.de/10001044862

Primes and scores : an essay on market imperfections

Jarrow, Robert A. - In: The journal of finance : the journal of the American … 44 (1989) 5, pp. 1263-1287

Persistent link: https://www.econbiz.de/10001080359

Are sticky prices costly? : evidence from the stock market

Gorodnichenko, Yuriy; Weber, Michael - In: The American economic review 106 (2016) 1, pp. 165-199

Persistent link: https://www.econbiz.de/10011436821

The effect of trading futures on short sale constraints

Jarrow, Robert A.; Protter, Philip E.; Pulido, Sergio - In: Mathematical finance : an international journal of … 25 (2015) 2, pp. 311-338

Persistent link: https://www.econbiz.de/10011350630

Monetary policy through production networks : evidence from the stock market

Ozdagli, Ali; Weber, Michael - 2017 - This version: May 2017

Monetary policy shocks have a large impact on aggregate stock market returns in narrow event windows around press releases by the Federal Open Market Committee. We use spatial autoregressions to decompose the overall effect of monetary policy shocks into a direct (demand) effect and an indirect...

Persistent link: https://www.econbiz.de/10011657891

Relative asset price bubbles

Falafala, Roseline Bilina; Jarrow, Robert A.; Protter, … - In: Annals of finance 12 (2016) 2, pp. 135-160

Persistent link: https://www.econbiz.de/10011555672

Risk measures and the impact of asset price bubbles

Jarrow, Robert A.; Silva, Felipe Bastos Gurgel - In: Journal of risk 17 (2014/15) 3, pp. 35-56

Persistent link: https://www.econbiz.de/10011298886

Asset price bubbles and the Land of Oz

Jarrow, Robert A. - In: The journal of portfolio management : a publication of … 42 (2016) 2, pp. 37-42

Persistent link: https://www.econbiz.de/10011685329

Monetary policy through production networks : evidence from the stock market

Ozdagli, Ali; Weber, Michael - 2017 - This version: October, 2017

Monetary policy shocks have a large impact on stock prices during narrow time windows centered around press releases by the FOMC. We use spatial autoregressions to decompose the overall effect of monetary policy shocks into a direct effect and a network effect. We attribute 50 to 85 percent of...

Persistent link: https://www.econbiz.de/10011770624