Reference health

Federal Reserve Private Information and the Stock Market

https://doi.org/10.2139/ssrn.2950930
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33/33 checkable references clean · checked 2026-08-28

Every reference with a DOI in the deposited reference list resolved to a known work in Crossref or DataCite at the dated check, and none carried a retraction, withdrawal, or removal notice.

3 without a DOI — not checked. A reference deposited without a DOI is never matched by title or guessed at; it stays outside the checked set, and this line discloses that.

The 33 checked references that resolve
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The VIX, the variance premium and stock market volatility
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Risk, uncertainty and monetary policy
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What Explains the Stock Market's Reaction to Federal Reserve Policy?
resolves10.1086/690242
Forward Guidance and Macroeconomic Outcomes since the Financial Crisis
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Macroeconomic Effects of Federal Reserve Forward Guidance
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What Moves the Stock and Bond Markets? A Variance Decomposition for Long-Term Asset Returns
resolves10.1093/rfs/1.3.195
The Dividend-Price Ratio and Expectations of Future Dividends and Discount Factors
resolves10.1093/rfs/hhp017
Return Decomposition
resolves10.2139/ssrn.2687614
Stock Returns Over the FOMC Cycle
resolves10.3386/w25032
Non-Monetary News in Central Bank Communication
resolves10.2202/1534-6005.1246
Do Federal Reserve Policy Surprises Reveal Superior Information about the Economy?
resolves10.1016/j.rie.2017.04.003
Language after liftoff: Fed communication away from the zero lower bound
resolves10.1257/mac.20130329
Monetary Policy Surprises, Credit Costs, and Economic Activity
resolves10.1257/aer.20131513
Are Sticky Prices Costly? Evidence from the Stock Market
resolves10.2139/ssrn.633281
Do Actions Speak Louder than Words? The Response of Asset Prices to Monetary Policy Actions and Statements
resolves10.1016/j.jfineco.2014.11.001
Monetary policy and long-term real rates
resolves10.1016/j.rfe.2012.06.010
What determines the stock market's reaction to monetary policy statements?
resolves10.1002/fut.21790
Monetary Policy and Stock Prices: Does the “Fed Put” Work When It Is Most Needed?
resolves10.1016/s0304-3932(01)00055-1
Monetary policy surprises and interest rates: Evidence from the Fed funds futures market
resolves10.2139/ssrn.2950956
Decomposing the Effects of Monetary Policy Using an External Instruments SVAR
resolves10.1111/jofi.12196
The Pre‐FOMC Announcement Drift
resolves10.1093/rof/rfs050
Another Look at the Stock Return Response to Monetary Policy Actions
resolves10.1093/restud/rdw050
Signalling Effects of Monetary Policy
resolves10.2139/ssrn.2865585
Unsurprising Shocks: Information, Premia, and the Monetary Transmission
resolves10.2139/ssrn.2957644
The Transmission of Monetary Policy Shocks
resolves10.1093/qje/qjy004
High-Frequency Identification of Monetary Non-Neutrality: The Information Effect*
resolves10.24148/wp2017-09
The Time-Varying Effect of Monetary Policy on Asset Prices
resolves10.1016/j.jmoneco.2008.04.003
Futures prices as risk-adjusted forecasts of monetary policy
resolves10.1257/aer.90.3.429
Federal Reserve Information and the Behavior of Interest Rates
resolves10.1257/aer.104.10.3154
Measuring the Effect of the Zero Lower Bound on Medium- and Longer-Term Interest Rates
resolves10.2139/ssrn.2478500
Nominal Rigidities and Asset Pricing
The 3 references without a DOI — listed, not checked
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