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Product Price Change Timing and Stock Returns

https://doi.org/10.2139/ssrn.4122378
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Outgoing claims: the papers this work cites, builds on, or argues with.

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Individual Price Adjustment along the Extensive Margin
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How Do Gasoline Prices Respond to a Cost Shock?
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The Effect of the Credit Crunch on Output Price Dynamics: The Corporate Inventory and Liquidity Management Channel*
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Quantifying the Sources of Firm Heterogeneity *
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Product Life Cycle, Learning, and Nominal Shocks
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A Long-Run Risks Explanation of Predictability Puzzles in Bond and Currency Markets
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Financial Constraints, Monetary Policy Shocks, and the Cross-Section of Equity Returns
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RIGID PRICES: EVIDENCE FROM U.S. SCANNER DATA
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Risks for the Long Run: A Potential Resolution of Asset Pricing Puzzles
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Inflation and Asset Returns
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Managerial and Customer Costs of Price Adjustment: Direct Evidence from Industrial Markets
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Five Facts about Prices: A Reevaluation of Menu Cost Models *
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Monetary Non-neutrality in a Multisector Menu Cost Model
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Measuring Bubble Expectations and Investor Confidence
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Bad Beta, Good Beta
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Reference Prices, Costs, and Nominal Rigidities
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Are Sticky Prices Costly? Evidence from the Stock Market
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The Real Effects of Monetary Shocks in Sticky Price Models: A Sufficient Statistic Approach
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Inflation Dynamics during the Financial Crisis
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Menu Costs, Aggregate Fluctuations, and Large Shocks
inferredcites →https://doi.org/10.1257/mac.6.2.137openalex-extracted
How Frequent Are Small Price Changes?
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The Economics of Inaction
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The Skewness of the Price Change Distribution: A New Touchstone for Sticky Price Models
inferredcites →https://doi.org/10.2139/ssrn.1553709openalex-extracted
Trade, Markup Heterogeneity and Misallocations
inferredcites →https://doi.org/10.2139/ssrn.2228983openalex-extracted
Are Sticky Prices Costly? Evidence from the Stock Market
inferredcites →https://doi.org/10.2139/ssrn.2478500openalex-extracted
Nominal Rigidities and Asset Pricing
inferredcites →https://doi.org/10.2139/ssrn.2568121openalex-extracted
Financial Constraints, Monetary Policy Shocks, and the Cross-Section of Equity Returns
inferredcites →https://doi.org/10.2139/ssrn.3637735openalex-extracted
The Macroeconomics of Sticky Prices with Generalized Hazard Functions
inferredcites →https://doi.org/10.2139/ssrn.3852082openalex-extracted
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Inflation Surprises in the Cross-section of Equity Returns
inferredcites →https://doi.org/10.2139/ssrn.4608022openalex-extracted
Demand Elasticities, Nominal Rigidities and Asset Prices
inferredcites →https://doi.org/10.2307/2171755openalex-extracted
Aggregation and Optimization with State-Dependent Pricing
inferredcites →https://doi.org/10.2307/2296440openalex-extracted
A Theory of Monopolistic Price Adjustment
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Inflation and Costs of Price Adjustment
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Analytical Approximations in Models of Hysteresis
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The (Mis)Behaviour of the Aggregate Price Level
inferredcites →https://doi.org/10.2307/2348376openalex-extracted
A Quantile Alternative for Kurtosis
inferredcites →https://doi.org/10.3386/w27434openalex-extracted
The Macroeconomics of Sticky Prices with Generalized Hazard Functions
inferredcites →https://doi.org/10.3386/w29490openalex-extracted
Empirical Investigation of a Sufficient Statistic for Monetary Shocks
inferredcites →https://doi.org/10.3386/w30169openalex-extracted
Getting to the Core: Inflation Risks Within and Across Asset Classes
inferredcites →https://doi.org/10.3386/w4970openalex-extracted
Valuation of New Goods under Perfect and Imperfect Competition
inferredcites →https://doi.org/10.3982/ecta10662openalex-extracted
Price Setting With Menu Cost for Multiproduct Firms
inferredcites →https://doi.org/10.3982/ecta6735openalex-extracted
Menu Costs, Multiproduct Firms, and Aggregate Fluctuations
inferredcites →https://doi.org/10.1017/s0022109025102512openalex-snapshot
Price Rigidities and Credit Risk
inferredcites →https://doi.org/10.2139/ssrn.3867034openalex-snapshot
Measuring Price Selection in Microdata: It's Not There
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