Full description at Econpapers || Download paper
Citations received by this document
References cited by this document
Documents which have cited the same bibliography
Authors who have wrote about the same topic
Full description at Econpapers || Download paper
Full description at Econpapers || Download paper
Full description at Econpapers || Download paper
Full description at Econpapers || Download paper
Full description at Econpapers || Download paper
Full description at Econpapers || Download paper
Full description at Econpapers || Download paper
Full description at Econpapers || Download paper
Brusa, F. ; Savor, P. ; Wilson, M. One central bank to rule them all. 2020 Rev. Financ.. 22 263-304
Drechsler, I. ; Yaron, A. What’s vol got to do with it?. 2011 Rev. Financ. Stud.. 24 1-45
Duffie, D. ; Epstein, L.G. Stochastic differential utility. 1992 Econometrica. 60 353-394
Engelberg, J. ; McLean, R.D. ; Pontiff, J. Anomalies and news. 2018 J. Finance. 73 1971-2001
Fama, E.F. ; French, K.R. A five-factor asset pricing model. 2015 J. Financ. Econ.. 116 1-22
Fama, E.F. ; French, K.R. The cross-section of expected stock returns. 1992 J. Finance. 47 427-465
Karnaukh, N. The Dollar Ahead of FOMC Target Rate Changes. 2018 :
Lucca, D.O. ; Moench, E. The pre-FOMC announcement drift. 2015 J. Finance. 70 329-371
Savor, P. ; Wilson, M. Asset pricing: a tale of two days. 2014 J. Financ. Econ.. 113 171-201
Full description at Econpapers || Download paper
Full description at Econpapers || Download paper
Full description at Econpapers || Download paper
Full description at Econpapers || Download paper
Full description at Econpapers || Download paper
Full description at Econpapers || Download paper
Full description at Econpapers || Download paper
Full description at Econpapers || Download paper
Full description at Econpapers || Download paper
Full description at Econpapers || Download paper
Full description at Econpapers || Download paper
Full description at Econpapers || Download paper
Full description at Econpapers || Download paper
Full description at Econpapers || Download paper
Full description at Econpapers || Download paper
Full description at Econpapers || Download paper
Full description at Econpapers || Download paper
Full description at Econpapers || Download paper
Full description at Econpapers || Download paper
Full description at Econpapers || Download paper
Full description at Econpapers || Download paper
Full description at Econpapers || Download paper
Full description at Econpapers || Download paper
Full description at Econpapers || Download paper
Full description at Econpapers || Download paper
Full description at Econpapers || Download paper
Full description at Econpapers || Download paper
Full description at Econpapers || Download paper
Full description at Econpapers || Download paper
Full description at Econpapers || Download paper
Full description at Econpapers || Download paper
Full description at Econpapers || Download paper
Full description at Econpapers || Download paper
Full description at Econpapers || Download paper
Full description at Econpapers || Download paper
Full description at Econpapers || Download paper
Full description at Econpapers || Download paper
Full description at Econpapers || Download paper
Full description at Econpapers || Download paper
Full description at Econpapers || Download paper
Full description at Econpapers || Download paper
Full description at Econpapers || Download paper
Full description at Econpapers || Download paper
Full description at Econpapers || Download paper
Full description at Econpapers || Download paper
Full description at Econpapers || Download paper
Full description at Econpapers || Download paper
Full description at Econpapers || Download paper
Full description at Econpapers || Download paper