Durham University Business School
Mill Hill Lane
Durham, DH1 3LB
United Kingdom
SSRN RANKINGS
in Total Papers Citations
Corporate Bond Market, Bond Returns, Return Decomposition, Monetary Policy, Bond Premia, Present-Value Relation, Credit Risk
Investor Sentiment, Monetary Policy Surprises, Event Study
Firm-specific investor sentiment, Total factor productivity, Overnight returns, Order imbalance, Earnings conference call sentiment
Pre-FOMC drift, Lottery-like stocks, Institutional investors, Retail investors
Firm-specific investor sentiment; Value of cash; Overnight returns; Order imbalance
Monetary policy shocks, Monetary policy exposure, Stock price crash risk
Monetary policy shocks, Monetary policy exposure, Stock price crash risk.
Investor Sentiment, Pre-FOMC drift, Order Imbalance