1. | Ajinkya B., Jain P., The Behavior of Daily Stock Market Volume, „Journal of Accounting and Economics” 1989, No. 11. |
2. | Amihud Y., Mendelson H., Asset Pricing and the Bid-Ask Spread, „Journal of Financial Economics” 1986, No. 17 (2). |
3. | Brunnermeier M.K., Pedersen L.H., Market Liquidity and Funding Liquidity, „Review of Financial Studies 2009, No. 22 (6). |
4. | Chordia T., Roll R., Subrahmanyam A., Commonality in Liquidity, „Journal of Financial Economics” 2000, No. 56 (1). |
5. | Chordia T., Sarkar A., Subrahmanyam A., An Empirical Analysis of Stock and Bond Market Liquidity, „Review of Financial Studies” 2005, No. 18 (1). |
6. | Fernandez-Amador O. i in., Does Monetary Policy Determine Stock Market Liquidity? New Evidence from the Euro Zone, „Journal of Empirical Finance” 2013, No. 21. |
7. | Filipowicz E., Ocena reakcji stóp zwrotu akcji wybranych spółek na zmiany stopy referencyjnej z wykorzystaniem warunkowej analizy zdarzeń, „Ruch Prawniczy, Ekonomiczny i Socjologiczny” 2013, nr 2. |
8. | Goyenko R.Y., Ukhov A.D., Stock and Bond Market Liquidity: a Long-Run Empirical Analysis, „Journal of Financial and Quantitative Analysis” 2009, No. 44 (1). |
9. | Gurgul H., Analiza zdarzeń na rynkach akcji, Oficyna Wolters Kluwer business, Warszawa 2012. |
10. | Hafer R.W., The Response of Stock Prices to Changes in Weekly Money and the Discount Rate, Federal Reserve Bank of St. Louis Review, March 1986. |
11. | Hardouvelis G.A., Macroeconomic Information and Stock, „Journal of Economics and Business” 1987, No. 39. |
12. | Jensen G.R., Johnson R.R., An Examination of Stock Price Reactions to Discount Rate Changes under Alternative Monetary Policy Regimes, „Quaterly Journal of Business and Economics” 1993, No. 32. |
13. | Pearce D.K., Roley V.V., Stock Prices and Economic News, „Journal of Business” 1985, nr 58. |
14. | Smirlock M., Yawitz J., Asset Returns, Discount Rate Changes, and Market Efficiency, „Journal of Finance 1985, No. 40. |
15. | Waud R.N., Public Interpretation of Federal Reserve Discount Rate Changes: Evidence on the ‘Announcement Effect’, „Econometrica” 1970, No. 38. |