Alexander Kurov, Ph.D.
Affiliations: | 2004 | State University of New York at Binghamton, Vestal, NY, United States |
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FinanceGoogle:
"Alexander Kurov"Parents
Sign in to add mentorDennis Lasser | grad student | 2004 | SUNY Binghamton | |
(Three essays in microstructure of stock index futures markets.) |
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Publications
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Kurov A, Wolfe MH, Gilbert T. (2020) The Disappearing Pre-FOMC Announcement Drift. Finance Research Letters. 101781 |
Chordia T, Kurov A, Muravyev D, et al. (2020) Index Option Trading Activity and Market Returns Management Science |
Kurov A, Sancetta A, Strasser GH, et al. (2019) Price Drift before U.S. Macroeconomic News: Private Information about Public Announcements? Journal of Financial and Quantitative Analysis. 54: 449-479 |
Ge Q, Kurov A, Wolfe MH. (2019) Do Investors Care About Presidential Company‐Specific Tweets? Journal of Financial Research. 42: 213-242 |
Gu C, Kurov A. (2018) What drives informed trading before public releases? Evidence from natural gas inventory announcements Journal of Futures Markets. 38: 1079-1096 |
Kurov A, Stan R. (2018) Monetary policy uncertainty and the market reaction to macroeconomic news Journal of Banking and Finance. 86: 127-142 |
Gu C, Kurov A, Wolfe MH. (2018) Relief Rallies after FOMC Announcements as a Resolution of Uncertainty Journal of Empirical Finance. 49: 1-18 |
Basistha A, Kurov A, Wolfe MH. (2016) Volatility Forecasting: The Role of Internet Search Activity and Implied Volatility The Journal of Risk Model Validation |
Kurov A, Gu C. (2016) Monetary Policy and Stock Prices: Does the “Fed Put” Work When It Is Most Needed? Journal of Futures Markets. 36: 1210-1230 |
Baum CF, Kurov A, Wolfe MH. (2015) What do Chinese Macro Announcements Tell Us About the World Economy Journal of International Money and Finance. 59: 100-122 |