595 Commonwealth Avenue
Boston, MA MA 02215
Boston University - Questrom School of Business
FOMC Announcement, Implied Variance, Cross Section, Equity Returns
Expectations Formation, Noisy Rational Expectations, Macroeconomic Announcement, Asymmetric Information.
Information, Return Volatility, Macroeconomic Announcements, Generalized Risk Sensitivity
Macroeconomic Announcement Premium, Pre-FOMC Announcement Drift, Asymmetric Information, Ambiguity.
Ambiguity, Rational Inattention, Asset Pricing, Financial Crisis
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