Author:
Johannes Michael Slater,Kaeck Andreas,Seeger Norman
Subject
General Earth and Planetary Sciences,General Environmental Science
Reference71 articles.
1. Risk Preferences and the Macroeconomic Announcement Premium;H Ai;Econometrica,2018
2. Identifying Preference For Early Resolution From Asset Prices;H Ai;NBER working paper series,2023
3. Information Acquisition and the Pre-Announcement Drift;H Ai;SSRN Electronic Journal,2022
4. The cross section of the monetary policy announcement premium;H Ai;Journal of Financial Economics,2022
5. A Descriptive Study of High-Frequency Trade and Quote Option Data;T Andersen;Journal of Financial Econometrics,2021