James A Johnson

University of Georgia, C. Herman and Mary Virginia Terry College of Business, Students

Athens, GA

United States

SCHOLARLY PAPERS

2

DOWNLOADS

328

SSRN CITATIONS

6

CROSSREF CITATIONS

0

Scholarly Papers (2)

1.

Monetary Policy and Asset Prices: A Jumps-Based Approach to Identifying Monetary Surprises

Number of pages: 45 Posted: 10 Sep 2015 Last Revised: 09 Feb 2019
James A Johnson and Bradley S. Paye
University of Georgia, C. Herman and Mary Virginia Terry College of Business, Students and Virginia Tech - Department of Finance, Insurance, and Business Law
Downloads 180 (251,091)
Citation 6

Abstract:

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monetary policy, asset prices, jumps, event study, jump dependence

2.

Jumps in Stock Prices: New Insights from Old Data

Number of pages: 53 Posted: 17 Aug 2018 Last Revised: 19 Mar 2021
James A Johnson, Marcelo C. Medeiros and Bradley S. Paye
University of Georgia, C. Herman and Mary Virginia Terry College of Business, Students, Pontifical Catholic University of Rio de Janeiro (PUC-Rio) - Department of Economics and Virginia Tech - Department of Finance, Insurance, and Business Law
Downloads 148 (296,048)

Abstract:

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jumps, discontinuities, equity premium, high-frequency data, realized variance, jump variation, stock return predictability