a. working papers:
1. How is Earnings News Transmitted to Stock Prices? with Vincent GrégoireLatest version: January 2018. New version coming soon.
3.  with Adlai J. Fisher and Jinfei Sheng Latest version: April 2018.
New version coming soon.
  • Internet appendix
  • ASU Sonoran Winter Conference (2016), CICF (2016), NFA (2016), Econometric Society Asia (2016), FIRS (2017), Ivey Symposium on Intelligent Investing (2017)
  • Previously circulated under "Media Attention, Macroeconomic Fundamental, and the Stock Market".
  • WFA (2017), FIRCG (2016), FMCGC (2016), FMA (Asia, 2016), CICF (2016), EFA (2016)

b. work in progress

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