P.O. Box 399
Notre Dame, IN 46556-0399
University of Notre Dame - Department of Finance
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Corporate News, Event Study, Market Efficiency
Market Timing, Data Snooping, Multiple Testing, Reality Check, SPA Test, Stepwise Method
Return Predictability, Policy Speeches, Expected Returns, Macro News
return predictability, policy speeches, expected returns, macro news
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Cross Section of Returns, Anomalies, Expected Returns, Model Selection
cross section of returns, anomalies, expected returns, model selection
Return Drift, Policy Speeches, Expected Returns, Macro News
return drift, policy speeches, expected returns, macro news
Equity risk premium prediction, data snooping bias
commodity markets, liquidity, momentum
Conditional value-at-risk, Value-at-risk, Heavy tails
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