The Federal Reserve Board published research examining how equity markets respond to macroeconomic news and how those responses relate to the real economy. The paper proposes an activity news index and a price news index to summarize macro surprises and links stock price reactions to subsequent changes in firm performance and aggregate growth. The two indexes together explain 34% of the variation in quarterly stock price returns. Periods with favorable macroeconomic surprises are associated with higher revenues, profitability, financing, and investment among publicly traded firms, with the firm-level effects building up to an expansion in the real side of the U.S. economy.