Reference health
Liquidity Premium Around FOMC Announcements
35/35 checkable references clean · checked 2026-08-29
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.
11 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 35 checked references that resolve
resolves10.1016/j.econlet.2024.111873
Constructing high-frequency monetary policy surprises from SOFR futures
resolves10.1016/S1386-4181(01)00024-6
Illiquidity and stock returns: cross-section and time-series effects
resolves10.1111/j.1540-6261.2005.00760.x
What Explains the Stock Market's Reaction to Federal Reserve Policy?
resolves10.1016/S0378-4266(01)00211-4
Pre-announcement effects, news effects, and volatility: Monetary policy and the stock market
resolves10.1016/0304-405X(95)00870-K
Market microstructure and asset pricing: On the compensation for illiquidity in stock returns
resolves10.1016/S0304-405X(02)00228-3
Equilibrium and welfare in markets with financially constrained arbitrageurs
resolves10.1016/j.jempfin.2018.08.003
Relief Rallies after FOMC Announcements as a Resolution of Uncertainty
resolves10.1016/j.jfineco.2021.09.015
Premium for heightened uncertainty: Explaining pre-announcement market returns
resolves10.1016/j.jempfin.2013.11.008
Pricing of liquidity risks: Evidence from multiple liquidity measures
resolves10.1111/joes.12385
HOW DO YOU CAPTURE LIQUIDITY? A REVIEW OF THE LITERATURE ON LOW‐FREQUENCY STOCK LIQUIDITY
resolves10.1093/qje/qjy004
High-Frequency Identification of Monetary Non-Neutrality: The Information Effect*
resolves10.1017/S002210901300015X
How Much Do Investors Care About Macroeconomic Risk? Evidence from Scheduled Economic Announcements
The 11 references without a DOI — listed, not checked
no DOI — not checkedThe Effects of Beta, Bid-Ask Spread, Residual Risk, and Size on Stock Returns
no DOI — not checkedref8
no DOI — not checkedref9
no DOI — not checkedref10
no DOI — not checkedAlternative factor specifications, security characteristics, and the cross-section of expected stock returns
no DOI — not checkedMacroeconomic news and bond market volatility
no DOI — not checkedref31
no DOI — not checkedref38
no DOI — not checkedMonetary policy communication, policy slope, and the stock market
no DOI — not checkedFedspeak: Who Moves U.S. Asset Prices?
no DOI — not checkedref46
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