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There are probably only few other questions as central to economics as the question "How do market prices react to news?". The reaction of prices to new informa
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My dissertation consists of three independent chapters focusing on empirical questions in macroeconomics and finance. In Chapter 1, I study the role of firms’
Stock Market Volatility and Price Discovery
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Essays on Asset Prices and Macroeconomic News Announcements
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My dissertation is composed of three chapters that are unified by their exploration of asset prices and macroeconomic news announcements. With respect to asset