| 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 |
0 |
15 |
2 |
2 |
7 |
41 |
| Asymmetric Information in the Stock Market: Economic News and Co-movement |
0 |
0 |
0 |
422 |
1 |
7 |
11 |
1,929 |
| Counterparty Risk and Counterparty Choice in the Credit Default Swap Market |
0 |
0 |
1 |
39 |
1 |
4 |
6 |
113 |
| Do Energy Prices Respond to U.S. Macroeconomic News? A Test of the Hypothesis of Predetermined Energy Prices |
0 |
0 |
1 |
86 |
2 |
6 |
12 |
316 |
| Do energy prices respond to U.S. macroeconomic news? a test of the hypothesis of predetermined energy prices |
0 |
0 |
1 |
268 |
2 |
4 |
13 |
768 |
| Do fundamentals explain the international impact of U.S. interest rates? evidence at the firm level |
0 |
0 |
0 |
57 |
2 |
3 |
5 |
256 |
| Fed Communication, News, Twitter, and Echo Chambers |
0 |
0 |
1 |
32 |
7 |
16 |
28 |
71 |
| Informed and strategic order flow in the bond markets |
0 |
0 |
0 |
137 |
2 |
4 |
6 |
566 |
| Is the Intrinsic Value of Macroeconomic News Announcements Related to their Asset Price Impact? |
0 |
0 |
0 |
69 |
1 |
3 |
3 |
90 |
| Market Liquidity in Treasury Futures Market During March 2020 |
0 |
0 |
1 |
1 |
2 |
6 |
8 |
8 |
| Micro Effects of Macro Announcements: Real-Time Price Discovery in Foreign Exchange |
0 |
0 |
0 |
52 |
5 |
6 |
8 |
517 |
| Micro Effects of Macro Announcements: Real-Time Price Discovery in Foreign Exchange |
0 |
1 |
4 |
291 |
0 |
3 |
8 |
1,041 |
| Micro Effects of Macro Announcements: Real-Time Price Discovery in Foreign Exchange |
0 |
1 |
1 |
479 |
3 |
9 |
14 |
2,272 |
| Micro Effects of Macro Announcements: Real-Time Price Discovery in Foreign Exchange? |
0 |
0 |
2 |
356 |
4 |
5 |
10 |
1,271 |
| Real-Time Price Discovery in Global Stock, Bond and Foreign Exchange Markets |
0 |
0 |
0 |
149 |
1 |
6 |
7 |
514 |
| Real-Time Price Discovery in Stock, Bond and Foreign Exchange Markets |
0 |
0 |
0 |
181 |
1 |
2 |
4 |
805 |
| Real-Time Price Discovery in Stock, Bond and Foreign Exchange Markets |
0 |
0 |
0 |
218 |
4 |
6 |
13 |
684 |
| Real-time price discovery in global stock, bond and foreign exchange markets |
0 |
1 |
2 |
279 |
2 |
4 |
9 |
1,008 |
| Rise of the machines: algorithmic trading in the foreign exchange market |
1 |
1 |
4 |
215 |
7 |
16 |
33 |
850 |
| Soft information in earnings announcements: news or noise? |
1 |
2 |
3 |
162 |
5 |
11 |
36 |
868 |
| The Monetary Origins of Asymmetric Information in International Equity Markets |
0 |
0 |
0 |
95 |
1 |
4 |
6 |
460 |
| The monetary origins of asymmetric information in international equity markets |
0 |
0 |
0 |
70 |
2 |
4 |
8 |
333 |
| What do chain store sales tell us about consumer spending? |
0 |
0 |
0 |
169 |
1 |
4 |
7 |
870 |
| Words Speak as Loudly as Actions: Central Bank Communication and the Response of Equity Prices to Macroeconomic Announcements |
0 |
1 |
2 |
19 |
6 |
8 |
16 |
64 |
| Total Working Papers |
2 |
7 |
23 |
3,861 |
64 |
143 |
278 |
15,715 |