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Managing the Dollar: Has the Plaza Agreement Mattered?
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Managing the Dollar: Has the Plaza Agreement Mattered? (1991)Managing the Dollar: Has the Plaza Agreem…Does OPEC news sentiment influence stock returns of energy firms in the United States? (2018)Does OPEC news sentiment infl…Macro Uncertainty and Currency Premia (2017)Macro Uncertainty and Currenc…Exchange rate response to macronews: Through the lens of microstructure (2010)Exchange rate response to mac…Speed of adjustment in cointegrated systems (2009)Speed of adjustment in cointe…Continuous Auctions and Insider Trading (1985)Stock return variances (1986)A Theory of Intraday Patterns: Volume and Price Variability (1988)Market Microstructure, Foreign Exchange (2009)Likelihood-Based Inference in Cointegrated Vector Autoregressive Models (1995)Impulse response analysis in nonlinear multivariate models (1996)Generalized impulse response analysis in linear multivariate models (1998)The evolution of price discovery in an electronic market (2021)Risk, Return, and Equilibrium: Empirical Tests (1973)The Impact of Uncertainty Shocks (2009)Measuring Economic Policy Uncertainty* (2016)Disagreement beta (2018)The Term Structures of Coentropy in International Financial Markets (2018)The Cross-Section of Expected Stock Returns (1992)Giving Content to Investor Sentiment: The Role of Media in the Stock Market (2007)Twitter mood predicts the stock market (2011)
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  • 2018Does OPEC news sentiment influence stock returns of energy firms in the United States?68 cited
  • 2017Macro Uncertainty and Currency Premia32 cited
  • 2010Exchange rate response to macronews: Through the lens of microstructure26 cited
  • 2009Speed of adjustment in cointegrated systems17 cited

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