Fort Collins, CO 80523
Colorado State University, Fort Collins - Department of Finance & Real Estate
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Macroeconomic News, Jumps, Index Futures, Trading Strategy
Corporate Social Responsibility, Financial Performance, Event Study, Stakeholder Theory, Industry Response, Competitive Effects, Domini Social 400 Index, Resource-Based View Theory
oil, jumps, macroeconomic announcements
Distance to Default, Default Prediction
Crude Oil Futures, WTI, Brent, Information Sharing, Inventory Level, Spread
Stock-Flow, Macroeconomic News, Metal Futures
REIT, macroeconomic, news, public information
Risk-Neutral Moments, Crude Oil Futures, Returns, Volatility
This is a Wiley-Blackwell Publishing paper. Wiley-Blackwell Publishing charges $38.00 .
File name: fire.
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File name: j-6229.
return tranmsission, volatility transmission, Case-Shiller, residential markets, spatial dependencies
Default Prediction, Distance to Default, Implied Cost of Capital, Implied Volatility
insurer ratings changes; ratings agency; bond price impact; event study
risk-neutral moments; crude oil futures options; implied volatility
REITs, inflation, asymmetry, pooled estimation
Macroeconomic Announcements, Mortgage Rates, Mortgage Spreads
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