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The efficient markets hypothesis and weekly money: some contrary evidence

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  • Michael T. Belongia
  • Richard G. Sheehan

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  • Michael T. Belongia & Richard G. Sheehan, 1985. "The efficient markets hypothesis and weekly money: some contrary evidence," Working Papers 1985-004, Federal Reserve Bank of St. Louis.
    • Handle: RePEc:fip:fedlwp:1985-004
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    1. Grossman, Jacob, 1981. "The "Rationality" of Money Supply Expectations and the Short-Run Response of Interest Rates to Monetary Surprises," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 13(4), pages 409-424, November.
    2. Robert J. Shiller & John Y. Campbell & Kermit L. Schoenholtz, 1983. "Forward Rates and Future Policy: Interpreting the Term Structure of Interest Rates," Brookings Papers on Economic Activity, Economic Studies Program, The Brookings Institution, vol. 14(1), pages 173-224.
    3. William T. Gavin & Nicholas V. Karamouzis, 1984. "Monetary policy and real interest rates: new evidence from the money stock announcements," Working Papers (Old Series) 8406, Federal Reserve Bank of Cleveland.
    4. Elton, Edwin J & Gruber, Martin J & Rentzler, Joel, 1984. "Intra-Day Tests of the Efficiency of the Treasury Bill Futures Market," The Review of Economics and Statistics, MIT Press, vol. 66(1), pages 129-137, February.
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