1. How is Earnings News Transmitted to Stock Prices?
2. The Evolution of Market Price Efficiency Around Earnings News
3. Media Attention and the Stock Market
4. The CAPM Holds
1. Shaping Expectations and Coordinating Attention: The Unintended Consequences of FOMC Press Conferences, Journal of Financial and Quantitative Analysis, Forthcoming
Note: From January 2019, the Chairman of the Federal Reserve will now hold a press conference after each meeting. A postscript at the end of the paper addresses this point.