Author Page for Thomas Gilbert

Precautionary Savings with Risky Assets: When Cash Is Not Cash

Journal of Finance, Forthcoming

Number of pages: 89 Posted: 03 Nov 2013 Last Revised: 28 May 2016

Ran Duchin, Thomas Gilbert, Jarrad Harford and Christopher M. Hrdlicka

Boston College - Carroll School of Management, University of Washington - Department of Finance and Business Economics, University of Washington and University of Washington - Michael G. Foster School of Business

Downloads 1,684 (22,487)

Citation 21

Abstract:

2.

Why are University Endowments Large and Risky?

Review of Financial Studies, Forthcoming

Number of pages: 57 Posted: 19 Mar 2011 Last Revised: 27 Jun 2015

Thomas Gilbert and Christopher M. Hrdlicka

University of Washington - Department of Finance and Business Economics and University of Washington - Michael G. Foster School of Business

Downloads 1,437 (28,586)

Citation 18

Abstract:

3.

Daily Data is Bad for Beta: Opacity and Frequency-Dependent Betas

Review of Asset Pricing Studies, Forthcoming

Number of pages: 55 Posted: 18 Mar 2012 Last Revised: 21 Dec 2013

Thomas Gilbert, Christopher M. Hrdlicka, Jonathan Kalodimos and Stephan Siegel

University of Washington - Department of Finance and Business Economics, University of Washington - Michael G. Foster School of Business, Oregon State University - College of Business and University of Washington - Michael G. Foster School of Business

Downloads 1,115 (41,418)

Citation 7

Abstract:

4.

More Than 100% of the Equity Premium: How Much Is Really Earned on Macroeconomic Announcement Days?

Number of pages: 52 Posted: 28 Oct 2019

Rory Ernst, Thomas Gilbert and Christopher M. Hrdlicka

University of Washington - Michael G. Foster School of Business, University of Washington - Department of Finance and Business Economics and University of Washington - Michael G. Foster School of Business

Downloads 854 (59,985)

Citation 5

Abstract:

5.

The Disappearing Pre-FOMC Announcement Drift

Finance Research Letters, Vol. 40, 2021

Number of pages: 20 Posted: 07 Mar 2018 Last Revised: 07 Sep 2021

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 745 (72,036)

Citation 6

Abstract:

6.

Investor Inattention and the Market Impact of Summary Statistics

Management Science, Forthcoming

Number of pages: 29 Posted: 27 Mar 2008 Last Revised: 17 Sep 2011

Shimon Kogan, Thomas Gilbert, Lars A. Lochstoer and Ataman Ozyildirim

Reichman University - Arison School of Business, University of Washington - Department of Finance and Business Economics, University of California, Los Angeles (UCLA) - Anderson School of Management and affiliation not provided to SSRN

Downloads 585 (98,099)

Citation 4

Abstract:

7.

Is the Intrinsic Value of Macroeconomic News Announcements Related to Their Asset Price Impact?

Downloads 557 (104,323)

Citation 44

4

Is the Intrinsic Value of Macroeconomic News Announcements Related to Their Asset Price Impact?

FEDS Working Paper No. 2015-46

Number of pages: 58 Posted: 19 Dec 2016 Last Revised: 10 Jan 2017

Thomas Gilbert, Chiara Scotti, Georg Strasser and Clara Vega

University of Washington - Department of Finance and Business Economics, Bank of Italy, European Central Bank (ECB) - Directorate General Research and Board of Governors of the Federal Reserve System

Downloads 198 (318,542)

Abstract:

Is the Intrinsic Value of Macroeconomic News Announcements Related to Their Asset Price Impact?

ECB Working Paper No. 1882

Number of pages: 54 Posted: 08 Feb 2016

Thomas Gilbert, Chiara Scotti, Georg Strasser and Clara Vega

University of Washington - Department of Finance and Business Economics, Bank of Italy, European Central Bank (ECB) - Directorate General Research and Board of Governors of the Federal Reserve System

Downloads 157 (392,656)

Citation 5

Abstract:

Is the Intrinsic Value of a Macroeconomic News Announcement Related to Its Asset Price Impact?

Journal of Monetary Economics, Forthcoming

Number of pages: 57 Posted: 25 Apr 2015 Last Revised: 12 Sep 2017

Thomas Gilbert, Chiara Scotti, Georg Strasser and Clara Vega

University of Washington - Department of Finance and Business Economics, Bank of Italy, European Central Bank (ECB) - Directorate General Research and Board of Governors of the Federal Reserve System

Downloads 103 (549,348)

Citation 38

Abstract:

Is the Intrinsic Value of Macroeconomic News Announcements Related to Their Asset Price Impact?

FEDS Working Paper No. 2015-046, http://dx.doi.org/10.17016/FEDS.2015.046

Number of pages: 51 Posted: 09 Jul 2015

Thomas Gilbert, Chiara Scotti, Georg Strasser and Clara Vega

University of Washington - Department of Finance and Business Economics, Bank of Italy, European Central Bank (ECB) - Directorate General Research and Board of Governors of the Federal Reserve System

Downloads 99 (565,236)

Citation 1

Abstract:

8.

The Structure of Information Release and the Factor Structure of Returns

Journal of Financial Economics (JFE), Forthcoming

Number of pages: 74 Posted: 12 May 2016 Last Revised: 14 Feb 2017

Thomas Gilbert, Christopher M. Hrdlicka and Avraham Kamara

University of Washington - Department of Finance and Business Economics, University of Washington - Michael G. Foster School of Business and University of Washington - Michael G. Foster School of Business

Downloads 459 (132,014)

Citation 1

Abstract:

9.

Endogenous Versus Exogenous Shocks in Complex Networks: An Empirical Test Using Book Sale Rankings

Physical Review Letters, Vol. 93, 2004

Number of pages: 5 Posted: 18 Nov 2003 Last Revised: 02 Apr 2011

Didier Sornette, Fabrice Deschatres, Thomas Gilbert and Yann Ageon

Risks-X, Southern University of Science and Technology (SUSTech), affiliation not provided to SSRN, University of Washington - Department of Finance and Business Economics and Université de Nice Sophia Antipolis - Laboratoire de Physique de la Matiere Condensee (LPMC)

Downloads 342 (184,371)

Citation 5

Abstract:

10.

Information Aggregation Around Macroeconomic Announcements: Revisions Matter

Downloads 250 (255,747)

Citation 20

2

Information Aggregation Around Macroeconomic Announcements: Revisions Matter

Journal of Financial Economics (JFE), Forthcoming

Number of pages: 47 Posted: 19 Mar 2008 Last Revised: 02 Apr 2011

Thomas Gilbert

University of Washington - Department of Finance and Business Economics

Downloads 250 (254,218)

Citation 20

Abstract:

Dispersed Macroeconomic Information: Announcements, Revisions & Stock Returns

AFFI/EUROFIDAI, Paris December 2008 Finance International Meeting AFFI - EUROFIDAI

Posted: 13 Oct 2008

Thomas Gilbert

University of Washington - Department of Finance and Business Economics

Abstract:

11.

Leaders' Preferences for Fairness and Risk-Sharing Across Generations

Number of pages: 60 Posted: 02 Jun 2012 Last Revised: 23 Jun 2019

Thomas Gilbert and Christopher M. Hrdlicka

University of Washington - Department of Finance and Business Economics and University of Washington - Michael G. Foster School of Business

Downloads 169 (368,478)

Abstract:

12.

Geographical COVID-19 Uncertainty and The Market Impact of Initial Jobless Claims News

Number of pages: 22 Posted: 09 Feb 2022 Last Revised: 21 Feb 2023

Thomas Gilbert and Anna Kruglova

University of Washington - Department of Finance and Business Economics and University of Washington

Downloads 78 (646,674)

Thomas Gilbert

University of Washington - Department of Finance and Business Economics

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Scholarly Papers (12)

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