On the public citation graph

Seasonal Risk Preferences and the Market-Implied Response to Monetary Policy Path News

https://doi.org/10.2139/ssrn.6775119
0 signed · 23 inferred · view as graph

Inferred edges come from two machine sources: sweeps of open repository metadata (mostly SSRN and Zenodo), and a bulk OpenAlex citation snapshot. Every row below is labelled with the one it came from. Neither is a complete citation index — absence here is not evidence of absence.

Is this your work? Sign in with ORCID and put your name on the claims that are yours.
Claim with ORCID
Reference health. See whether every reference in this work resolves to a known work and none has been retracted — and get a dated CiteStamped badge you can embed.
See reference health

What this work says

Outgoing claims: the papers this work cites, builds on, or argues with.

inferredcites →https://doi.org/10.1016/j.jbankfin.2011.10.010openalex-snapshot
A careful re-examination of seasonality in international stock markets: Comment on sentiment and stock returns
inferredcites →https://doi.org/10.1016/j.jbankfin.2015.06.015openalex-snapshot
What do asset prices have to say about risk appetite and uncertainty?
inferredcites →https://doi.org/10.1016/j.jempfin.2004.01.002openalex-snapshot
Winter blues and time variation in the price of risk
inferredcites →https://doi.org/10.1016/j.jfineco.2014.04.005openalex-snapshot
Asset pricing: A tale of two days
inferredcites →https://doi.org/10.1016/j.jfineco.2014.11.001openalex-snapshot
Monetary Policy and Long-Term Real Rates
inferredcites →https://doi.org/10.1016/s0304-3932(01)00055-1openalex-snapshot
Monetary policy surprises and interest rates: Evidence from the Fed funds futures market
inferredcites →https://doi.org/10.1017/s002210901300015xopenalex-snapshot
How Much Do Investors Care About Macroeconomic Risk? Evidence from Scheduled Economic Announcements
inferredcites →https://doi.org/10.1017/s002210901600082xopenalex-snapshot
Seasonal Asset Allocation: Evidence from Mutual Fund Flows
inferredcites →https://doi.org/10.1086/723574openalex-snapshot
A Reassessment of Monetary Policy Surprises and High-Frequency Identification
inferredcites →https://doi.org/10.1093/qje/qjy004openalex-snapshot
High Frequency Identification of Monetary Non-Neutrality: The Information Effect
inferredcites →https://doi.org/10.1093/rapstu/rau002openalex-snapshot
Seasonally Varying Preferences: Theoretical Foundations for an Empirical Regularity
inferredcites →https://doi.org/10.1111/1468-0262.00152openalex-snapshot
A Reality Check for Data Snooping
inferredcites →https://doi.org/10.1111/j.1540-6261.2004.00660.xopenalex-snapshot
Economic News and the Impact of Trading on Bond Prices
inferredcites →https://doi.org/10.1111/j.1540-6261.2006.00885.xopenalex-snapshot
Investor Sentiment and the Cross‐Section of Stock Returns
inferredcites →https://doi.org/10.1257/000282803321455322openalex-snapshot
Winter Blues: A SAD Stock Market Cycle
inferredcites →https://doi.org/10.1257/0002828053828518openalex-snapshot
Estimation and Inference of Impulse Responses by Local Projections
inferredcites →https://doi.org/10.1257/aer.90.4.1005openalex-snapshot
Losing Sleep at the Market: The Daylight Saving Anomaly
inferredcites →https://doi.org/10.1287/mnsc.2021.4068openalex-snapshot
The Time Variation in Risk Appetite and Uncertainty
inferredcites →https://doi.org/10.1561/104.00000021openalex-snapshot
Seasonal Variation in Treasury Returns
inferredcites →https://doi.org/10.2307/1913610openalex-snapshot
A Simple, Positive Semi-Definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix
inferredcites →https://doi.org/10.3390/risks12050080openalex-snapshot
Trading Activity in the Corporate Bond Market: A SAD Tale of Macro-Announcements and Behavioral Seasonality?
inferredcites →https://doi.org/10.3982/ecta14607openalex-snapshot
Risk Preferences and the Macroeconomic Announcement Premium
inferredcites →https://doi.org/10.4337/9781802204179.00011openalex-snapshot
Seasonality in stock returns and government bond returns
Editorial review for independent work. ICSAC — the Institute for Complexity Science and Advanced Computing — runs a structured editorial panel for researchers publishing outside journals, and publishes on CiteStamp rails. Submission is free and goes through ORCID: icsacinstitute.org/submit.