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Foreign Economic Policy Uncertainty and the U.S. Equity Returns

https://doi.org/10.2139/ssrn.4863263
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Political uncertainty and risk premia
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Deflating profitability
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Accruals, cash flows, and operating profitability in the cross section of stock returns
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Does Policy Uncertainty Affect Mergers and Acquisitions?
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Policy Uncertainty and Corporate Credit Spreads
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Common shocks in stocks and bonds
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Monetary policy uncertainty
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Measuring Economic Policy Uncertainty*
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U.S. Monetary Policy and the Global Financial Cycle
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Sources and Transmission of Country Risk
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Uncertainty Shocks as Second-Moment News Shocks
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The Dividend-Price Ratio and Expectations of Future Dividends and Discount Factors
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Precarious Politics and Return Volatility
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What Drives Stock Price Movements?
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Digesting Anomalies: An Investment Approach
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Global Political Uncertainty and Asset Prices
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A Unified Theory of Underreaction, Momentum Trading, and Overreaction in Asset Markets
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Bootstrapping Financial Time Series
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Exports, Investment and Policy Uncertainty
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Stock Prices, Earnings and Expected Dividends
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The Cross-Section of Expected Stock Returns
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What Moves the Stock and Bond Markets? A Variance Decomposition for Long‐Term Asset Returns
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Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency
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Momentum Strategies
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What Explains the Stock Market's Reaction to Federal Reserve Policy?
inferredcites →https://doi.org/10.1111/j.1540-6261.2006.00836.xopenalex-extracted
The Cross‐Section of Volatility and Expected Returns
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Uncertainty about Government Policy and Stock Prices
inferredcites →https://doi.org/10.1111/jmcb.13161openalex-extracted
The Global Transmission of Real Economic Uncertainty
inferredcites →https://doi.org/10.1111/jofi.12406openalex-extracted
The Price of Political Uncertainty: Theory and Evidence from the Option Market
inferredcites →https://doi.org/10.1162/rest_a_00778openalex-extracted
Impulse Response Estimation by Smooth Local Projections
inferredcites →https://doi.org/10.1198/jbes.2009.07205openalex-extracted
Real-Time Measurement of Business Conditions
inferredcites →https://doi.org/10.1257/0002828053828518openalex-extracted
Estimation and Inference of Impulse Responses by Local Projections
inferredcites →https://doi.org/10.1257/aer.20131193openalex-extracted
Measuring Uncertainty
inferredcites →https://doi.org/10.1257/aer.20191823openalex-extracted
Measuring Geopolitical Risk
inferredcites →https://doi.org/10.1257/mac.20190171openalex-extracted
Uncertainty and Business Cycles: Exogenous Impulse or Endogenous Response?
inferredcites →https://doi.org/10.1287/mnsc.2014.2044openalex-extracted
The Asset-Pricing Implications of Government Economic Policy Uncertainty
inferredcites →https://doi.org/10.17016/feds.2020.064openalex-extracted
When it Rains it Pours: Cascading Uncertainty Shocks
inferredcites →https://doi.org/10.2139/ssrn.2075375openalex-extracted
The Asset Pricing Implications of Government Economic Policy Uncertainty
inferredcites →https://doi.org/10.2307/1913610openalex-extracted
A Simple, Positive Semi-Definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix
inferredcites →https://doi.org/10.2307/1913811openalex-extracted
An Intertemporal Capital Asset Pricing Model
inferredcites →https://doi.org/10.2307/2118460openalex-extracted
The Comovement of Stock Prices
inferredcites →https://doi.org/10.2469/dig.v46.n7.12openalex-extracted
Policy Uncertainty and Corporate Investment
inferredcites →https://doi.org/10.3386/w19812openalex-extracted
The Price of Political Uncertainty: Theory and Evidence from the Option Market
inferredcites →https://doi.org/10.3386/w21722openalex-extracted
US Monetary Policy and the Global Financial Cycle
inferredcites →https://doi.org/10.3386/w21803openalex-extracted
Uncertainty and Business Cycles: Exogenous Impulse or Endogenous Response?
inferredcites →https://doi.org/10.3386/w3760openalex-extracted
What Moves the Stock and Bond Markets? A Variance Decomposition for Long-Term Asset Returns
inferredcites →https://doi.org/10.3386/w6324openalex-extracted
A Unified Theory of Underreaction, Momentum Trading and Overreaction in Asset Markets
inferredcites →https://doi.org/10.3982/ecta13960openalex-extracted
Uncertainty Shocks in a Model of Effective Demand
inferredcites →https://doi.org/10.3982/ecta6248openalex-extracted
The Impact of Uncertainty Shocks
inferredcites →https://doi.org/10.2139/ssrn.2892508openalex-snapshot
Impulse Response Estimation by Smooth Local Projections
inferredcites →https://doi.org/10.2139/ssrn.4510447openalex-snapshot
The Global Transmission of Real Economic Uncertainty
inferredcites →https://doi.org/10.2307/2328190openalex-snapshot
Stock Prices, Earnings, and Expected Dividends
inferredcites →https://doi.org/10.2307/2328880openalex-snapshot
What Moves the Stock and Bond Markets? A Variance Decomposition for Long-Term Asset Returns
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