Working Paper |
File Downloads |
Abstract Views |
Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
All-to-All Trading in the U.S. Treasury Market |
0 |
0 |
1 |
15 |
1 |
3 |
12 |
38 |
Asymmetric Information in the Stock Market: Economic News and Co-movement |
0 |
0 |
0 |
422 |
1 |
1 |
3 |
1,921 |
Counterparty Risk and Counterparty Choice in the Credit Default Swap Market |
0 |
0 |
1 |
39 |
1 |
1 |
2 |
109 |
Do Energy Prices Respond to U.S. Macroeconomic News? A Test of the Hypothesis of Predetermined Energy Prices |
0 |
1 |
2 |
86 |
0 |
2 |
9 |
309 |
Do energy prices respond to U.S. macroeconomic news? a test of the hypothesis of predetermined energy prices |
0 |
1 |
2 |
268 |
1 |
2 |
8 |
761 |
Do fundamentals explain the international impact of U.S. interest rates? evidence at the firm level |
0 |
0 |
0 |
57 |
0 |
1 |
2 |
253 |
Fed Communication, News, Twitter, and Echo Chambers |
0 |
0 |
2 |
32 |
0 |
5 |
17 |
55 |
Informed and strategic order flow in the bond markets |
0 |
0 |
0 |
137 |
0 |
1 |
4 |
562 |
Is the Intrinsic Value of Macroeconomic News Announcements Related to their Asset Price Impact? |
0 |
0 |
0 |
69 |
0 |
0 |
0 |
87 |
Market Liquidity in Treasury Futures Market During March 2020 |
0 |
1 |
1 |
1 |
0 |
1 |
1 |
1 |
Micro Effects of Macro Announcements: Real-Time Price Discovery in Foreign Exchange |
0 |
0 |
0 |
52 |
0 |
0 |
1 |
510 |
Micro Effects of Macro Announcements: Real-Time Price Discovery in Foreign Exchange |
0 |
0 |
0 |
478 |
0 |
0 |
5 |
2,262 |
Micro Effects of Macro Announcements: Real-Time Price Discovery in Foreign Exchange |
0 |
0 |
2 |
289 |
0 |
0 |
4 |
1,036 |
Micro Effects of Macro Announcements: Real-Time Price Discovery in Foreign Exchange? |
0 |
0 |
2 |
356 |
0 |
1 |
6 |
1,266 |
Real-Time Price Discovery in Global Stock, Bond and Foreign Exchange Markets |
0 |
0 |
0 |
149 |
0 |
0 |
2 |
508 |
Real-Time Price Discovery in Stock, Bond and Foreign Exchange Markets |
0 |
0 |
0 |
218 |
2 |
3 |
7 |
677 |
Real-Time Price Discovery in Stock, Bond and Foreign Exchange Markets |
0 |
0 |
0 |
181 |
0 |
0 |
1 |
801 |
Real-time price discovery in global stock, bond and foreign exchange markets |
0 |
0 |
2 |
278 |
0 |
1 |
6 |
1,003 |
Rise of the machines: algorithmic trading in the foreign exchange market |
0 |
0 |
5 |
214 |
2 |
5 |
20 |
832 |
Soft information in earnings announcements: news or noise? |
0 |
0 |
2 |
160 |
2 |
9 |
25 |
851 |
The Monetary Origins of Asymmetric Information in International Equity Markets |
0 |
0 |
0 |
95 |
0 |
1 |
9 |
456 |
The monetary origins of asymmetric information in international equity markets |
0 |
0 |
0 |
70 |
1 |
2 |
3 |
328 |
What do chain store sales tell us about consumer spending? |
0 |
0 |
0 |
169 |
0 |
0 |
4 |
866 |
Words Speak as Loudly as Actions: Central Bank Communication and the Response of Equity Prices to Macroeconomic Announcements |
0 |
0 |
1 |
18 |
0 |
1 |
8 |
53 |
Total Working Papers |
0 |
3 |
23 |
3,853 |
11 |
40 |
159 |
15,545 |