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Risk Preferences and the Macroeconomic Announcement Premium. (2018). Bansal, Ravi ; Ai, Hengjie.
In: Econometrica.
RePEc:wly:emetrp:v:86:y:2018:i:4:p:1383-1430.

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    In: Journal of Monetary Economics.
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  2. Main Street’s Pain, Wall Street’s Gain. (2025). You, Yang ; Xu, Nancy R.
    In: Journal of Financial Economics.
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  3. Warp speed price moves: Jumps after earnings announcements. (2025). Veliyev, Bezirgen ; Timmermann, Allan ; Christensen, Kim.
    In: Journal of Financial Economics.
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  4. Yield drifts when issuance comes before macro news. (2025). Üslü, Semih ; Pinter, Gabor ; Lou, Dong ; Walker, Danny.
    In: Journal of Financial Economics.
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  5. The causal effect of limited attention to FOMC announcements. (2025). Marmora, Paul.
    In: Journal of Economic Behavior & Organization.
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  6. Robust Social Planning. (2025). Mudekereza, Florian.
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  7. A general theory of tax-smoothing. (2024). Karantounias, Anastasios.
    In: School of Economics Discussion Papers.
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  8. Pre-Refunding Announcement Gains in U.S. Treasurys. (2024). Zhao, Kevin ; Wang, Chen.
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  9. The Impact of CSI SEEE Carbon Neutral Index Launched on Order Aggressiveness. (2024). Huang, Zihuang ; Zhang, Xiaoyu ; Li, Kaifeng.
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  10. When the markets get CO.V.I.D: COntagion, Viruses, and Information Diffusion. (2024). Farroni, Paolo ; Croce, Mariano M ; Arteaga-Garavito, Maria Jose ; Wolfskeil, Isabella.
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  11. Uncertainty premia for small and large risks. (2024). Savor, Pavel ; Wilson, Mungo ; Puhl, Martin.
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  12. Air pollution and individual risk preference: Evidence from China. (2024). Yang, Shasha ; Liu, Kui ; Zhang, Guanglu ; Meng, Chuyan.
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  14. A general theory of tax-smoothing. (2024). Karantounias, Anastasios.
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  15. TRADING AMBIGUITY: A TALE OF TWO HETEROGENEITIES. (2023). Ozsoylev, Han ; Mukerji, Sujoy ; Tallon, Jeanmarc.
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  16. Behavioral preferences and beliefs in asset pricing. (2023). Gertsman, Gleb.
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  17. Information Acquisition, Uncertainty Reduction, and Pre-Announcement Premium in China*. (2023). Jia, Dun ; Sun, XI ; Guo, Rui.
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  18. Generalized Bounds on the Conditional Expected Excess Return on Individual Stocks. (2023). Vilkov, Grigory ; Chabi-Yo, Fousseni ; Dim, Chukwuma.
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  19. Trading ambiguity: a tale of two heterogeneities. (2023). Ozsoylev, Han ; Mukerji, Sujoy ; Tallon, Jeanmarc.
    In: PSE-Ecole d'économie de Paris (Postprint).
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  20. Trading ambiguity: a tale of two heterogeneities. (2023). Ozsoylev, Han ; Mukerji, Sujoy ; Tallon, Jeanmarc.
    In: Post-Print.
    RePEc:hal:journl:halshs-03962563.

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  21. The Price of Macroeconomic Uncertainty: Evidence from Daily Options. (2023). Londono, Juan M. ; Samadi, Mehrdad.
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  22. The macroeconomic announcement premium and information environment. (2023). Zhao, Shen ; Zhang, Chu.
    In: Journal of Monetary Economics.
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  23. Deciphering the influence of the macroeconomic environment on economic preferences: A comprehensive analysis of the Global Preferences Survey. (2023). Zhang, Xiaomeng ; Li, Haoyang.
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  24. Retail attention and the FOMC equity premium. (2023). Murgia, Lucia Milena ; Monaco, Eleonora.
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  25. Intraday cross-sectional distributions of systematic risk. (2023). Andersen, Torben ; Todorov, Viktor ; Riva, Raul ; Thyrsgaard, Martin.
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  26. Volume dynamics around FOMC announcements. (2023). Zhu, Sonya.
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  27. The leading premium. (2022). Croce, Mariano M ; Schlag, Christian ; Marchuk, Tatyana.
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  28. Robust leverage dynamics without commitment. (2022). Zhao, Siqi ; Li, Shilin ; Yang, Jinqiang.
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  29. Macroeconomic Attention and Announcement Risk Premia. (2022). Fisher, Adlai ; Sheng, Jinfei ; Martineau, Charles.
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  30. Price Informativeness and FOMC Reversals. (2022). Fisher, Adlai ; Martineau, Charles ; Boguth, Oliver.
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  31. Do I Really Want to Hear The News? Public Information Arrival and Investor Beliefs. (2022). Izhakian, Yehuda ; Cookson, Anthony J ; Ben-Rephael, Azi.
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  32. Do I Really Want to Hear The News? Public Information Arrival and Investor Beliefs. (2022). Izhakian, Yehuda ; Ben-Rephael, Azi ; Cookson, Anthony J.
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  33. Modeling Uncertainty as Ambiguity: a Review. (2022). Schneider, Martin ; Ilut, Cosmin.
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  34. Financial Uncertainty with Ambiguity and Learning. (2022). Zhang, Yuzhao ; Liu, Hening.
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  35. Premium for heightened uncertainty: Explaining pre-announcement market returns. (2022). pan, jun ; Wang, Jiang ; Zhu, Haoxiang.
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  36. Recovering the FOMC risk premium. (2022). Zhou, Guofu ; Tang, Xiaoxiao ; Liu, Hong.
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  37. The cross section of the monetary policy announcement premium. (2022). Pan, Xuhui Nick ; Han, Leyla Jianyu ; Xu, Lai ; Ai, Hengjie.
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  38. Intertemporal preference with loss aversion: Consumption and risk-attitude. (2022). Choi, Kyoung Jin ; Jeon, Junkee ; Koo, Hyeng Keun.
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  39. Informed trading in foreign exchange futures: Payroll news timing. (2022). Park, Yang-Ho.
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  40. Does the Federal Open Market Committee cycle affect credit risk?. (2022). Zhong, Zhaodong ; Li, Yubin ; Wang, Xinjie ; Huang, Difang.
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  41. Fixed‐k inference for volatility. (2021). Bollerslev, Tim ; Liao, Zhipeng.
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  42. Dissecting Macroeconomic News. (2021). Avino, Davide ; Simen, Chardin Wese ; Stancu, Andrei.
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  43. Asset Pricing With Endogenously Uninsurable Tail Risk. (2021). Ai, Hengjie ; Bhandari, Anmol.
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  44. Ambiguity, Long-Run Risks, and Asset Prices. (2021). Wei, Bin.
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  45. Central bank communication and the yield curve. (2021). Whelan, Paul ; Leombroni, Matteo ; Venter, Gyuri ; Vedolin, Andrea.
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  46. Implied volatility duration: A measure for the timing of uncertainty resolution. (2021). Weber, Rudiger ; Thimme, Julian ; Schlag, Christian.
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  47. Would you prefer your retirement income to depend on your life expectancy?. (2021). Schernberg, Helene ; Bommier, Antoine.
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  48. Asset pricing and FOMC press conferences. (2021). Eriksen, Jonas Nygaard ; Bodilsen, Simon ; Gronborg, Niels S.
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  59. The Overnight Drift. (2020). Boyarchenko, Nina ; Whelan, Paul ; Larsen, Lars C.
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  63. Premium for Heightened Uncertainty: Explaining Pre-Announcement Market Returns. (2019). Zhu, Haoxiang ; pan, jun ; Wang, Jiang.
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  64. The Leading Premium. (2019). Schlag, Christian ; Croce, Mariano ; Marchuk, Tatyana.
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  67. Threats to Central Bank Independence: High-Frequency Identification with Twitter. (2019). Bianchi, Francesco ; Kind, Thilo ; Kung, Howard.
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