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US macroannouncements and international asset pricing

https://doi.org/10.1002/ijfe.1592
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What this work says

Outgoing claims: the papers this work cites, builds on, or argues with.

inferredcites →https://doi.org/10.1016/0022-0531(74)90024-6openalex-snapshot
An equilibrium model of the international capital market
inferredcites →https://doi.org/10.1016/0304-405x(76)90005-2openalex-snapshot
Sharing rules and equilibrium in an international capital market under uncertainty
inferredcites →https://doi.org/10.1016/j.jfineco.2012.05.011openalex-snapshot
Size, value, and momentum in international stock returns
inferredcites →https://doi.org/10.1016/j.jfineco.2014.04.005openalex-snapshot
Asset pricing: A tale of two days
inferredcites →https://doi.org/10.1016/j.jimonfin.2013.12.002openalex-snapshot
Currency risk premia and uncovered interest parity in the International CAPM
inferredcites →https://doi.org/10.1016/j.jimonfin.2015.08.006openalex-snapshot
The world market risk premium and U.S. macroeconomic announcements
inferredcites →https://doi.org/10.1016/j.jinteco.2005.04.003openalex-snapshot
Country spreads and emerging countries: Who drives whom?
inferredcites →https://doi.org/10.1016/s0304-405x(03)00183-1openalex-snapshot
Why are foreign firms listed in the U.S. worth more?
inferredcites →https://doi.org/10.1016/s0304-405x(98)00029-4openalex-snapshot
How big is the premium for currency risk?1We thank Geert Bekaert, Tim Bollerslev, Peter Bossaerts, Mark Carhart, John Cochrane, Magnus Dahlquist, Wayne Ferson, Linda Goldberg, Campbell Harvey, Pierre Hillion, Robert Hodrick (the referee), Olivier Ledoit, John Matsusaka, Hans Mikkelsen, Angel…
inferredcites →https://doi.org/10.1017/s002210901300015xopenalex-snapshot
How Much Do Investors Care About Macroeconomic Risk? Evidence from Scheduled Economic Announcements
inferredcites →https://doi.org/10.1086/260061openalex-snapshot
Risk, Return, and Equilibrium: Empirical Tests
inferredcites →https://doi.org/10.1093/rfs/5.3.527openalex-snapshot
The Risk and Predictability of International Equity Returns
inferredcites →https://doi.org/10.1093/rfs/hhj033openalex-snapshot
Transmission of Information across International Equity Markets
inferredcites →https://doi.org/10.1093/rfs/hhr013openalex-snapshot
What Factors Drive Global Stock Returns?
inferredcites →https://doi.org/10.1093/rfs/hhr068openalex-snapshot
Common Risk Factors in Currency Markets
inferredcites →https://doi.org/10.1093/rfs/hhr082openalex-snapshot
What Segments Equity Markets?
inferredcites →https://doi.org/10.1111/0022-1082.00080openalex-snapshot
Value versus Growth: The International Evidence
inferredcites →https://doi.org/10.1111/0022-1082.00220openalex-snapshot
Foreign Speculators and Emerging Equity Markets
inferredcites →https://doi.org/10.1111/j.1538-4616.2010.00333.xopenalex-snapshot
International Transmission of U.S. Monetary Policy Shocks: Evidence from Stock Prices
inferredcites →https://doi.org/10.1111/j.1540-6261.1974.tb03051.xopenalex-snapshot
Session Topic: Capital Asset Pricing Models in an International Context
inferredcites →https://doi.org/10.1111/j.1540-6261.1977.tb03287.xopenalex-snapshot
AN EMPIRICAL TEST OF THE ALTERNATIVE HYPOTHESES OF NATIONAL AND INTERNATIONAL PRICING OF RISKY ASSETS
inferredcites →https://doi.org/10.1111/j.1540-6261.1983.tb02511.xopenalex-snapshot
International Portfolio Choice and Corporation Finance: A Synthesis
inferredcites →https://doi.org/10.1111/j.1540-6261.1991.tb03747.xopenalex-snapshot
The World Price of Covariance Risk
inferredcites →https://doi.org/10.1111/j.1540-6261.1992.tb03978.xopenalex-snapshot
Predictable Stock Returns in the United States and Japan: A Study of Long‐Term Capital Market Integration
inferredcites →https://doi.org/10.1111/j.1540-6261.1995.tb04791.xopenalex-snapshot
The World Price of Foreign Exchange Risk
inferredcites →https://doi.org/10.1111/jofi.12041openalex-snapshot
International Stock Return Predictability: What Is the Role of the United States?
inferredcites →https://doi.org/10.1111/jofi.12406openalex-snapshot
The Price of Political Uncertainty: Theory and Evidence from the Option Market
inferredcites →https://doi.org/10.1111/jofi.12437openalex-snapshot
Valuation Risk and Asset Pricing
inferredcites →https://doi.org/10.1111/jofi.12499openalex-snapshot
Exchange Rates and Monetary Policy Uncertainty
inferredcites →https://doi.org/10.1146/annurev-financial-102710-144841openalex-snapshot
Global Asset Pricing
inferredcites →https://doi.org/10.1146/annurev-financial-121415-032905openalex-snapshot
Globalization and Asset Returns
inferredcites →https://doi.org/10.2139/ssrn.2520475openalex-snapshot
The International CAPM Redux
inferredcites →https://doi.org/10.2307/2978806openalex-snapshot
The International Pricing of Risk: An Empirical Investigation of the World Capital Market Structure
inferredcites →https://doi.org/10.3386/w14802openalex-snapshot
What Segments Equity Markets?
inferredcites →https://doi.org/10.3386/w19812openalex-snapshot
The Price of Political Uncertainty: Theory and Evidence from the Option Market
inferredcites →https://doi.org/10.3386/w4660openalex-snapshot
What Determines Expected International Asset Returns?

What points at this work

Incoming claims: where this work appears in other papers’ reference lists and arguments.

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Scheduling Processes and Inference of Scheduled Events From Price Data
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L atin A merican stock market dynamics and comovement
inferred← citeshttps://doi.org/10.1002/ijfe.70002openalex-snapshot
Dynamic Persistence of Shocks to Stock Prices in Emerging Markets: Non‐Normal Distributions, Structural Changes and Asymmetry
inferred← citeshttps://doi.org/10.1007/s13132-025-02653-5openalex-snapshot
The Influence of Macro Policy Uncertainty on Blockchain Adoption, Crypto Economy, and Digital Asset Infrastructure
inferred← citeshttps://doi.org/10.1016/j.ijresmar.2019.07.005openalex-snapshot
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inferred← citeshttps://doi.org/10.1016/j.qref.2023.05.002openalex-snapshot
Long-run and short-run impact of the U.S. economy on stock, bond and housing markets: An evaluation of U.S. and six major economies
inferred← citeshttps://doi.org/10.1108/jeas-06-2020-0109openalex-snapshot
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inferred← citeshttps://doi.org/10.21511/imfi.15(1).2018.08openalex-snapshot
Macroeconomic announcements and stock returns in US portfolios formed on operating profitability and investment
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