20th Street and Constitution Avenue NW
Washington, DC 20551
Board of Governors of the Federal Reserve System
in Total Papers Downloads
in Total Papers Citations
Corporate News, Event Study, Market Efficiency
Bubbles, Limits to Arbitrage, Financial Crisis
Market Timing, Data Snooping, Multiple Testing, Reality Check, SPA Test, Stepwise Method
Information Leadership, Lead-Lag Effect, Corporate News Announcements, Limited Attention, Market Efficiency
Index Futures, Exchange Traded Funds, Vector Error Correction Model, Common Factor Weights
News Media, Soft Information, Linked Stocks, Information Leadership, Lead-Lag Effect, Complex Information, Limited Attention, Market Efficiency
QE, LSAP, mortgage-backed securities, monetary policy, Federal Reserve, mortgage, prepayment rates
Federal Reserve, LSAP, Monetary policy, QE, mortgage, mortgage-backed securities, prepayment rates
LSAP, Quantitative Easing, Open Market Operations, Liquidity, Monetary Policy
Reserve Balances, Federal Funds Rate, Balance Sheet, Large-Scale Asset Purchases, Interest Rate on Excess Reserves, Exit Strategy
money demand, M2, zero lower bound, opportunity cost
bubbles, residential real estate, limits to arbitrage, financial crisis
QE, bank lending, reserve balances, monetary policy, Federal Reserve, risk-taking channel, LSAP, portfolio substitution effect
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