595 Commonwealth Avenue
Boston, MA MA 02215
United States
http://www.leylahan.com/
Boston University - Questrom School of Business
FOMC Announcement, Implied Variance, Cross Section, Equity Returns
Expectations Formation, Noisy Rational Expectations, Macroeconomic Announcement, Asymmetric Information.
Volatility Managed Portfolios, Variance Risk Premium, Macroeconomic Announcements, Generalized Risk Sensitivity
Macroeconomic Announcement Premium, Pre-FOMC Announcement Drift, Asymmetric Information, Ambiguity.
Ambiguity, Rational Inattention, Asset Pricing, Financial Crisis