Alexander Kurov, Ph.D.

Affiliations: 
2004 State University of New York at Binghamton, Vestal, NY, United States 
Area:
Finance
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"Alexander Kurov"

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Dennis 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
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