Evanston, IL 60208
Kellogg School of Management - Department of Finance
Retail Investors; Momentum; Earnings Surprises
trade policy, uncertainty, stock returns, risk premium
re-pricing options, forecasting volatility, seemingly unrelated regression, implied volatility
Passive Ownership, ETFs, Market Efficiency
factor models, global risk, momentum, exposure
stock market jumps, policy news, market clarity, market volatility, uncertainty, newspapers, human classification
customer base, customers, transaction data, customer churn
Asset Pricing, Information Choice
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