What moves stock prices?

Keywords

Economics, Stock (firearms), Stock market, Financial economics, Econometrics

References

• A Monetary History of the United StatesSchuker, Stephen A — 1963
• Stock Returns, Real Activity, Inflation, and MoneyEugene F. Fama — 1981
• Stock return variances: The arrival of information and the reaction of tradersKenneth R. French, Richard Roll — 1986
• Orange Juice and WeatherRichard Roll — 1984
• Tax Reform and the Stock Market: An Asset Price ApproachDavid Cutler — 1988
• Expected stock returns and volatilityKenneth R. French, G. William Schwert, Robert F. Stambaugh — 1987
• Stock Prices and Social DynamicsRobert J. Shiller, Stanley Fischer, Benjamin M. Friedman — 1984
• Flexible exchange ratesJeffrey A. Frankel — 1989
• The Analysis of World Events and Stock PricesVictor Niederhoffer — 1971
• Economic Forces and the Stock MarketNai‐Fu Chen, Richard Roll, Stephen A. Ross — 1986
• Permanent and Temporary Components of Stock PricesEugene F. Fama, Kenneth R. French — 1988
• The Prewar Business Cycle Reconsidered: New Estimates of Gross National Product, 1869-1908Christina Romer — 1989
• Stock Prices, Earnings and Expected DividendsJohn Y. Campbell, Robert J. Shiller — 1988
• Forecasts of Future Prices, Unbiased Markets, and "Martingale" ModelsBenoît B. Mandelbrot — 1966
• A Winning Strategy for an Efficient Market*Burton G. Malkiel, Paul B. Firstenberg — 1978
• Dividend yields and expected stock returnsEugene F. Fama, Kenneth R. French — 1988
• Anomalies: The January EffectRichard H. Thaler — 1987
• Macroeconomics and Finance: The Role of the Stock MarketStanley Fischer, Robert Merton — 1984
• Are Exchange Rates Excessively Variable?Jeffrey A. Frankel, Richard Meese — 1987
• NoiseJ. Proudfoot, O. Nosjean, Jan Blanchard — 1931

Cited by

• An Empirical Study of the Relationship between Macroeconomic Variables and Stock Price: A Study on Dhaka Stock Exchange (DSE)Mohiuddin, Md. Didarul Alam, Abdullah Shahid — 2008
• The Influence of the Newspaper Media on the Corporate Governance Practices of Irish Listed PLCSLouise Gorman, Theo Lynn, Mark Mulgrew — 2010
• The Impacts of Political Events on Foreign Institutional Investors and Stock Returns: Emerging Market Evidence from TaiwanDar-Hsin Chen, Feng-Shun Bin, Chun‐Da Chen — 2005
• Approches de la genèse des comportements mimétiques sur le marché des actionsS. Marsat — 2006
• Enhancing empirical accounting models with textual informationKhrystyna Bochkay — 2014
• The Wealth Effects of the 2010-2011 Arab Uprisings: A Market Model Event StudyRachit Khaitan — 2012
• Financial Crisis, Ownership Effect and Investors Sentiment: Empirical Evidence from the Banking Sector in Greece.Christos Alexakis — 2011
• The effect of political events on the Pakistan stock exchange 1947-2001.Ephraïm Clark, Omar Masood, Radu Tunaru — 2008
• Which News Disclosures Matter? News Reception Compared Across Topics Extracted from the Latent Dirichlet AllocationStefan Feuerriegel, Antal Ratku, Dirk Neumann — 2015
• The determinants of stock market: The case in United StatesJun Heng Lai, How Yuen Lok, Wai Mun Oh — 2013
• E-Cars and StocksB. Lieftink — 2015
• Macroeconomic announcements, volatility and interrelationships : an examination of the UK bond and stock marketsBradley Jones, Mansur Masih, Chien‐Ting Lin — 2000
• Enabling Sophisticated Financial Text MiningCalum Robertson — 2009
• A close examination of Canadian stock market volatilityMina Michaelides — 1999
• Crash Discovery in Stock and Option MarketsGurdip Bakshi, Dilip B. Madan — 1999
• La relation entre estimation publique de la valeur fondamentale des sociétés cotées et évolution de leur cours : une contribution basée sur des études de casJacques-Olivier Charron — 2010
• THE RELATIONSHIP BETWEEN EXCHANGE RATE AND STOCK PRICES DURING THE QUANTITATIVE EASING POLICY IN JAPANYutaka Kurihara — 2006
• Les actions françaises depuis 1854 : analyses et découvertesDavid Le Bris — 2011
• Theories of Gold Price Movements: Common Wisdom or Myths?; Pension Incentives and Premature RetirementFangyu Fei — 2009
• Is gold a safe haven for investorsP.W.B. Timmermans — 2012

Related papers

• Giving Content to Investor Sentiment: The Role of Media in the Stock MarketPaul C. Tetlock — 2005
• Is All That Talk Just Noise? The Information Content of Internet Stock Message BoardsWerner Antweiler, Murray Z. Frank — 2004
• When Is a Liability Not a Liability? Textual Analysis, Dictionaries, and 10‐KsTim Loughran, Bill McDonald — 2011
• Stock Price Reaction to News and No-news: Drift and Reversal After HeadlinesWesley S. Chan — 2003
• Economic Forces and the Stock MarketNai‐Fu Chen, Richard Roll, Stephen A. Ross — 1986
• Noise Trader Risk in Financial MarketsJ. Bradford De Long, Andrei Shleifer, Lawrence H. Summers — 1990
• Events that Shook the MarketRay C. Fair — 2002
• A Variance Decomposition for Stock ReturnsJohn Y. Campbell — 1990
• Media Coverage and the Cross-Section of Stock ReturnsLily H. Fang, Joël Peress — 2008
• The Behavior of Stock-Market PricesEugene F. Fama — 1965