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Monetary policy and stock prices : does the "Fed put" work when it is most needed?

Kurov, Alexander; Gu, Chen - In: The journal of futures markets 36 (2016) 12, pp. 1210-1230

Persistent link: https://www.econbiz.de/10011665628

Treasury return predictability and investor sentiment

Gu, Chen; Guo, Xu; Adikaram, Ruwan; Chan, Kam C.; Lu, Jing - In: The journal of financial research : the journal of the … 46 (2023) 4, pp. 905-924

Persistent link: https://www.econbiz.de/10014477992

Investor sentiment and the stock market's reaction to monetary policy

Kurov, Alexander - In: Journal of banking & finance 34 (2010) 1, pp. 139-149

Persistent link: https://www.econbiz.de/10003905749

Information and noise in financial markets : evdence from the e-mini index futures

Kurov, Alexander - In: The journal of financial research 31 (2008) 3, pp. 247-270

Persistent link: https://www.econbiz.de/10003765710

Investor sentiment, trading behavior and informational efficiency in index futures markets

Kurov, Alexander - In: The financial review : the official publication of the … 43 (2008) 1, pp. 107-127

Persistent link: https://www.econbiz.de/10003755346

Execution quality in open-outcry futures markets

Kurov, Alexander - In: The journal of futures markets 25 (2005) 11, pp. 1067-1092

Persistent link: https://www.econbiz.de/10003222750

Tick size reduction, execution costs, and informational efficiency in the regular and E-mini Nasdaq-100 index futures markets

Kurov, Alexander - In: The journal of futures markets 28 (2008) 9, pp. 871-888

Persistent link: https://www.econbiz.de/10003746360

Is it time to reduce the minimum tick sizes of the E-mini futures?

Kurov, Alexander; Zabotina, Tatyana V. - In: The journal of futures markets 25 (2005) 1, pp. 79-104

Persistent link: https://www.econbiz.de/10002528194

Price dynamics in the regular and E-mini futures markets

Kurov, Alexander; Lasser, Dennis J. - In: Journal of financial and quantitative analysis : JFQA 39 (2004) 2, pp. 365-384

Persistent link: https://www.econbiz.de/10002103694

Price Drift before U.S. Macroeconomic News : Private Information about Public Announcements?

Kurov, Alexander - 2017

We examine stock index futures and Treasury futures around the release time of 30 U.S. macroeconomic announcements. Nine of the 20 announcements that move markets show evidence of substantial informed trading before the official release time. Prices begin to move in the “correct” direction...

Persistent link: https://www.econbiz.de/10012971320