Annette Vissing-Jorgensen (Berkeley)
"Information Transmission from the Federal Reserve to the Stock Market: Evidence from Governors’ Calendars" & "Central Banking with Many Voices: The Communications Arms Race"
"Information Transmission from the Federal Reserve to the Stock Market: Evidence from Governors’ Calendars" & "Central Banking with Many Voices: The Communications Arms Race"
Market Efficiency in the Age of Big Data
Exchange Rates and Asset Prices in a Global Demand System
Information Frictions, Financing, and Growth: The impact of a Firm Credit Certification Program for Small Firms
Do Investors Value Sustainability? A Natural Experiment Examining Ranking and Fund Flows
Conflicting Priorities: A Theory of Covenants and Collateral, joint with Denis Gromb & Giorgia Piacentino
The Market for Financial Adviser Misconduct
Collateral booms and information depletion, joint with Luc Laeven and Alberto Martin
Dynamic Trading: Price Inertia and Front-Running
Prospect Theory and Stock Market Anomalies”, joint with Lawrence Jin (Caltech) and Baolian Wang (U. Florida)
Mortgage Loan-Flow Networks and Financial Norms
Socioeconomic Status and Macroeconomic Expectations