Announcement Premium
Embedded Files
Identifying Preference for Early Resolution from Asset Market Data (with Hengje Ai, Hongye Guo, and Amir Yaron)
American Economic Review, June 2026, Pages 2242–2281
Risk Preferences and Announcement Premium (with Hengje Ai)
Econometrica, August 2018, 1383–1430
Working Papers
Macroeconomic Announcement Premium with Production (with Hengje Ai, Jay Im, and Chao Ying)
2021
A comment on Announcement Risk Premium Reconsidered (with Hengje Ai)
2020
Comments on a recent paper by Toomas Laarits, titled ``Announcement Risk Premium Reconsidered'' which mistakenly claims that a result from Ai and Bansal (2018) contains an error.
Page updated
Google Sites
Report abuse