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Boston University - Questrom School of Business
SSRN RANKINGS
in Total Papers Citations
FOMC Announcement, Implied Variance, Cross Section, Equity Returns
Macroeconomic Announcement Premium, Pre-FOMC Announcement Drift, Asymmetric Information, Ambiguity.
Information, Risk-return Trade-off, Return Volatility, FOMC Announcements, Generalized Risk Sensitivity
Macroeconomic Announcement, Expectations Formation, Noisy Rational Expectations, Learning, Trading Volume
Ambiguity, Rational Inattention, Asset Pricing, Financial Crisis