Details
NAME
Hengjie Ai
INSTITUTION
University of Wisconsin - Madison
OFFICE PHONE NUMBER
608-890-3881
EMAIL
hengjie.ai@gmail.com
WEBSITE
http://www.hengjieai.com
Featured Work
2017
Risk Preferences and the Macro Announcement Premium
Jan 06,2017
The paper develops a theory for equity premium around macroeconomic announcements. Stock returns realized around pre-scheduled macroeconomic announcements, such as...