Open Access. Powered by Scholars. Published by Universities.®

Business Commons

Open Access. Powered by Scholars. Published by Universities.®

Walden Dissertations and Doctoral Studies

2015

Economics

CAPM

Articles 1 - 1 of 1

Full-Text Articles in Business

The Impact Of Monetary Policy On The Stock Market, Simin Hojat Jan 2015

The Impact Of Monetary Policy On The Stock Market, Simin Hojat

Walden Dissertations and Doctoral Studies

Prior studies examining the impact of monetary policy instruments on the equity market have produced mixed results. This problem is important to address because of the substantial impact of monetary policy on the economy and economic resource allocation via the equity market. The purpose of this study was to determine the impact of change in money supply (M2), change in Federal Funds Rate (FFR), and change in Federal Funds Futures (FFF) on the expected rate of returns of publicly traded companies while controlling for the rate of return of the whole equity market and size of the sampled companies. The …