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5. Generalized Bounds on the Conditional Expected Excess Return on Individual Stocks. (2023). Vilkov, Grigory ; Chabi-Yo, Fousseni ; Dim, Chukwuma.
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31. Asset pricing and FOMC press conferences. (2021). Eriksen, Jonas Nygaard ; Bodilsen, Simon ; Gronborg, Niels S.
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32. The FOMC announcement returns on long-term US and German bond futures. (2021). Tse, Yiuman ; Indriawan, Ivan ; Jiao, Feng.
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34. Information Inertia. (2021). Ganguli, Jayant ; Condie, Scott ; Illeditsch, Philipp K.
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36. Implied Volatility Duration: A measure for the timing of uncertainty resolution. (2020). Thimme, Julian ; Schlag, Christian ; Weber, Rudiger.
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37. The Pre-FOMC Announcement Drift and Private Information: Kyle Meets Macro-Finance. (2020). Ying, Chao.
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42. The Overnight Drift. (2020). Boyarchenko, Nina ; Whelan, Paul ; Larsen, Lars C.
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45. Threats to Central Bank Independence: High-Frequency Identification with Twitter. (2019). Bianchi, Francesco ; Kind, Thilo ; Kung, Howard.
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46. Premium for Heightened Uncertainty: Explaining Pre-Announcement Market Returns. (2019). Zhu, Haoxiang ; pan, jun ; Wang, Jiang.
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47. The Leading Premium. (2019). Schlag, Christian ; Croce, Mariano ; Marchuk, Tatyana.
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48. Information in Yield Spread Trades. (2019). Park, Yang-Ho.
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49. The FOMC Risk Shift. (2019). Schrimpf, Andreas ; Schmeling, Maik ; Kroencke, Tim.
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50. Threats to Central Bank Independence: High-Frequency Identification with Twitter. (2019). Bianchi, Francesco ; Kind, Thilo ; Kung, Howard.
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