Marketa Wolfe

Skidmore College - Department of Economics

Associate Professor

815 N Broadway

Saratoga Springs, NY 12866

United States

SCHOLARLY PAPERS

11

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SSRN CITATIONS
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19

CROSSREF CITATIONS

22

Scholarly Papers (11)

Price Drift before U.S. Macroeconomic News: Private Information about Public Announcements?

Journal of Financial and Quantitative Analysis (JFQA), Forthcoming, Paris December 2015 Finance Meeting EUROFIDAI - AFFI
Number of pages: 73 Posted: 30 Jul 2015 Last Revised: 10 Nov 2017
West Virginia University - College of Business & Economics, University of London, Royal Holloway College - Department of Economics, European Central Bank (ECB) - Directorate General Research and Skidmore College - Department of Economics
Downloads 407 (76,160)
Citation 8

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Macroeconomic news announcements, financial markets, pre-announcement effect, drift, informed trading

Price Drift Before U.S. Macroeconomic News: Private Information About Public Announcements?

ECB Working Paper No. 1901
Number of pages: 68 Posted: 12 May 2016
West Virginia University - College of Business & Economics, University of London, Royal Holloway College - Department of Economics, European Central Bank (ECB) - Directorate General Research and Skidmore College - Department of Economics
Downloads 262 (124,571)
Citation 5

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Macroeconomic news announcements; financial markets; pre-announcement effect; drift; informed trading

2.

Do Investors Care about Presidential Company-Speciļ¬c Tweets?

Journal of Financial Research, Forthcoming
Number of pages: 47 Posted: 15 Jun 2017 Last Revised: 30 Aug 2018
Qi Ge, Alexander Kurov and Marketa Wolfe
Vassar College - Department of Economics, West Virginia University - College of Business & Economics and Skidmore College - Department of Economics
Downloads 512 (58,076)
Citation 3

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Twitter, Company-Specific Tweets, President Trump, Stock Price, Trading Volume, Volatility, Investor Attention, Event Study

3.

The Disappearing Pre-FOMC Announcement Drift

Number of pages: 15 Posted: 07 Mar 2018 Last Revised: 08 Apr 2020
Alexander Kurov, Marketa Wolfe and Thomas Gilbert
West Virginia University - College of Business & Economics, Skidmore College - Department of Economics and University of Washington - Department of Finance and Business Economics
Downloads 403 (77,743)
Citation 5

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FOMC; Announcements; Drift; Press Conferences

4.

Relief Rallies after FOMC Announcements as a Resolution of Uncertainty

Journal of Empirical Finance, Forthcoming
Number of pages: 51 Posted: 16 Jul 2016 Last Revised: 22 Sep 2018
Chen Gu, Alexander Kurov and Marketa Wolfe
Shanghai Business School - Research Center of Finance, West Virginia University - College of Business & Economics and Skidmore College - Department of Economics
Downloads 255 (128,811)

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Monetary policy, FOMC meetings, Communication, Stock returns, Uncertainty

5.

Volatility Forecasting: The Role of Internet Search Activity and Implied Volatility

Number of pages: 54 Posted: 21 Jul 2016 Last Revised: 02 Jun 2019
Arabinda Basistha, Alexander Kurov and Marketa Wolfe
West Virginia University - College of Business & Economics, West Virginia University - College of Business & Economics and Skidmore College - Department of Economics
Downloads 199 (163,640)
Citation 1

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Volatility forecasting, realized volatility, implied volatility, Internet search activity, Google Trends search volume index, information

6.

What Do Chinese Macro Announcements Tell Us About the World Economy?

Journal of International Money and Finance, Forthcoming
Number of pages: 47 Posted: 15 Oct 2013 Last Revised: 17 Jul 2015
Boston College - Department of Economics, West Virginia University - College of Business & Economics and Skidmore College - Department of Economics
Downloads 160 (198,481)
Citation 5

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Macroeconomic news, China, Economic integration, Financial markets, Commodity prices

7.

Noisy Inventory Announcements and Energy Prices

Forthcoming, The Journal of Futures Markets
Number of pages: 39 Posted: 07 Jun 2013 Last Revised: 24 Jun 2013
Marketa Wolfe, Alexander Kurov and Oleg Kucher
Skidmore College - Department of Economics, West Virginia University - College of Business & Economics and Frostburg State University - Department of Economics
Downloads 95 (293,058)

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futures markets, energy prices, inventory announcements, event study, measurement error

8.

Learning to Argue with Intermediate Macro Theory: A Semester-Long Team Writing Project

The Journal of Economic Education, Forthcoming
Number of pages: 25 Posted: 09 Oct 2013 Last Revised: 06 Aug 2015
Marketa Wolfe and Georg Strasser
Skidmore College - Department of Economics and European Central Bank (ECB) - Directorate General Research
Downloads 64 (368,606)

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Teaching intermediate macroeconomic theory, financial crisis, cooperative learning, team-based writing project

9.

Bidirectional Causality in Oil and Gas Markets

Energy Economics, Volume 42, March 2014, Pages 325-331
Number of pages: 24 Posted: 07 Aug 2015
Marketa Wolfe and Robert Rosenman
Skidmore College - Department of Economics and Washington State University
Downloads 53 (403,766)
Citation 1

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Crude oil, natural gas, commodity futures prices and volatility, inventory, energy

10.

Drift Begone! Release Policies and Preannouncement Informed Trading

Number of pages: 32 Posted: 01 Jan 2020
Alexander Kurov, Alessio Sancetta and Marketa Wolfe
West Virginia University - College of Business & Economics, University of London, Royal Holloway College - Department of Economics and Skidmore College - Department of Economics
Downloads 39 (457,074)

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Macroeconomic news announcements, foreign exchange market, release policies, preannouncement effect, drift, informed trading

11.

Multinational Production, Risk Sharing, and Home Equity Bias

Number of pages: 26 Posted: 11 Oct 2018
Fabio Pietro Ghironi and Marketa Wolfe
University of Washington and Skidmore College - Department of Economics
Downloads 17 (575,585)

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home bias, international business cycles, multinational production, offshoring, risk sharing