3.  with Adlai J. Fisher and Jinfei Sheng Latest version: April 2018.
New version coming soon.
  • Internet appendix
  • Previously circulated under "Media Attention, Macroeconomic Fundamental, and the Stock Market".

b. work in progress

1. Can Trading Distort Price Discovery? Evidence from FOMC Announcements, with Oliver Boguth and Vincent Grégoire