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Risk Preferences and the Macroeconomic Announcement Premium
Hengjie Ai
, Ravi Bansal
Finance
Research output
:
Contribution to journal
›
Article
›
peer-review
84
Scopus citations
Overview
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Dive into the research topics of 'Risk Preferences and the Macroeconomic Announcement Premium'. Together they form a unique fingerprint.
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Keyphrases
Risk Preferences
100%
Earnings Announcement Premium
100%
Macroeconomic Announcements
100%
Risk Premium
66%
Market-based
33%
Stock Returns
33%
Large Classes
33%
Asset Prices
33%
Expected Utility
33%
Intertemporal Choice
33%
Asset Markets
33%
Post-earnings Announcement Drift
33%
Characterization Theorem
33%
FOMC Announcements
33%
Revealed Preference Theory
33%
Scheduled Macroeconomic Announcements
33%
Non-expected Utility Models
33%
Economics, Econometrics and Finance
Macroeconomics
100%
Risk Attitude
100%
Risk Premium
50%
Price
25%
Capital Market Returns
25%
Revealed Preferences
25%