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Risk Preferences and The Macro Announcement Premium. (2016). Bansal, Ravi ; Ai, Hengjie.
In: NBER Working Papers.
RePEc:nbr:nberwo:22527.

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Cited: 11

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Cites: 60

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  1. Dissecting Macroeconomic News. (2021). Avino, Davide ; Stancu, Andrei ; Simen, Chardin Wese.
    In: Journal of Money, Credit and Banking.
    RePEc:wly:jmoncb:v:53:y:2021:i:5:p:1047-1077.

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  2. Would you prefer your retirement income to depend on your life expectancy?. (2021). Schernberg, Helene ; Bommier, Antoine.
    In: Journal of Economic Theory.
    RePEc:eee:jetheo:v:191:y:2021:i:c:s0022053120301198.

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  3. Information Inertia. (2021). Condie, Scott ; Ganguli, Jayant V ; Illeditsch, Philipp K.
    In: Journal of Finance.
    RePEc:bla:jfinan:v:76:y:2021:i:1:p:443-479.

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  4. Information Consumption and Asset Pricing. (2021). Israelsen, Ryan ; Carlin, Bruce I ; Benrephael, Azi ; Da, Zhi.
    In: Journal of Finance.
    RePEc:bla:jfinan:v:76:y:2021:i:1:p:357-394.

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  5. The Overnight Drift. (2020). Boyarchenko, Nina ; Whelan, Paul ; Larsen, Lars C.
    In: Staff Reports.
    RePEc:fip:fednsr:87539.

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  6. The Overnight Drift. (2020). Boyarchenko, Nina ; Larsen, Lars C ; Whelan, Paul.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:14462.

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  7. 151 Trading Strategies. (2018). Serur, Juan Andres ; Kakushadze, Zura.
    In: Springer Books.
    RePEc:spr:sprbok:978-3-030-02792-6.

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  8. The Leading Premium. (2018). Croce, Mariano Massimiliano ; Schlag, Christian ; Marchuk, Tatyana.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:12631.

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  9. Monetary Policy and Currency Returns: the Foresight Saga. (2017). Pozdeev, Igor ; Borisenko, Dmitry .
    In: Working Papers on Finance.
    RePEc:usg:sfwpfi:2017:08.

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  10. What Information Drives Asset Prices?. (2017). Constantinides, George ; Ghosh, Anisha.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:23689.

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  11. Taxes and the Fed : Theory and Evidence from Equities. (2017). Waller, William ; Diercks, Anthony M.
    In: Finance and Economics Discussion Series.
    RePEc:fip:fedgfe:2017-104.

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