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Monetary policy indicators as predictors of stock returns

Becher, David A.; Jensen, Gerald R.; Mercer, Jeffrey M. - In: The journal of financial research 31 (2008) 4, pp. 357-379

Persistent link: https://www.econbiz.de/10003815246

Monetary environments and international stock returns

Conover, C. Mitchell; Jensen, Gerald R.; Johnson, Robert R. - In: Journal of banking & finance 23 (1999) 9, pp. 1357-1381

Persistent link: https://www.econbiz.de/10001455955

Socially responsible investing : using human resource policy as a selection criterion

Johnson, Robert R. - In: The journal of business and economic studies 2 (1993) 1, pp. 9-22

Persistent link: https://www.econbiz.de/10001217893

An examination of stock price reactions to discount rate changes under alternative monetary policy

Jensen, Gerald R. - In: Quarterly journal of business and economics : QJBE 32 (1993) 2, pp. 26-51

Persistent link: https://www.econbiz.de/10001191483

The effect of US discount rate change announcements on Canadian stock prices

Johnson, Robert R. - In: The journal of business and economic studies 3 (1996) 1, pp. 33-44

Persistent link: https://www.econbiz.de/10001201537

The reaction of foreign stock markets to US discount rate changes

Johnson, Robert R. - In: International review of economics & finance : IREF 2 (1993) 2, pp. 181-193

Persistent link: https://www.econbiz.de/10001151119

An alternative specification for intraday simultaneity in spot and futures markets

Mercer, Jeffrey M. - In: The quarterly review of economics and finance : journal … 37 (1997) 3, pp. 667-682

Persistent link: https://www.econbiz.de/10001230617

The monetary environment and long-run reversals in stock returns

Garcia-Feijoo, Luis; Jensen, Gerald R. - In: The journal of financial research 37 (2014) 1, pp. 3-25

Persistent link: https://www.econbiz.de/10010359515

What do dividend reductions signal?

Jensen, Gerald R.; Lundstrum, Leonard L.; Miller, Robert E. - In: The journal of corporate finance : contracting, … 16 (2010) 5, pp. 736-747

Persistent link: https://www.econbiz.de/10008747455

Funding Conditions and the Long-Run Reversal in Stock Returns

García-Feijóo, Luis - 2011

Previous research attributes long-run reversals to investor over-reaction or tax-motivated trading; we offer an alternative explanation based on aggregate funding conditions. Our evidence shows that prices rebound for stocks that have performed poorly over the past several years (Losers);...

Persistent link: https://www.econbiz.de/10013128399