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Alexander Kurov
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Cited by
Year
Investor sentiment and the stock market’s reaction to monetary policy
A Kurov
journal of Banking & Finance 34 (1), 139-149, 2010
5192010
Macroeconomic cycles and the stock market’s reaction to monetary policy
A Basistha, A Kurov
Journal of Banking & Finance 32 (12), 2606-2616, 2008
3632008
Investor sentiment, trading behavior and informational efficiency in index futures markets
A Kurov
Financial Review 43 (1), 107-127, 2008
2122008
Price dynamics in the regular and E-mini futures markets
A Kurov, DJ Lasser
Journal of Financial and Quantitative Analysis 39 (2), 365-384, 2004
1572004
Price drift before US macroeconomic news: Private information about public announcements?
A Kurov, A Sancetta, G Strasser, MH Wolfe
Journal of Financial and Quantitative Analysis 54 (1), 449-479, 2019
1552019
Monetary policy uncertainty and the market reaction to macroeconomic news
A Kurov, R Stan
Journal of Banking & Finance 86, 127-142, 2018
1412018
Informational role of social media: Evidence from Twitter sentiment
C Gu, A Kurov
Journal of Banking & Finance 121, 105969, 2020
1212020
The effect of the introduction of Cubes on the Nasdaq‐100 index spot‐futures pricing relationship
AA Kurov, DJ Lasser
Journal of Futures Markets: Futures, Options, and Other Derivative Products …, 2002
832002
The impact of monetary policy surprises on energy prices
A Basistha, A Kurov
Journal of Futures Markets 35 (1), 87-103, 2015
712015
What determines the stock market's reaction to monetary policy statements?
A Kurov
Review of Financial Economics 21 (4), 175-187, 2012
632012
Do investors care about presidential company‐specific tweets?
Q Ge, A Kurov, MH Wolfe
Journal of Financial Research 42 (2), 213-242, 2019
61*2019
Noisy inventory announcements and energy prices
MW Halova, A Kurov, O Kucher
Journal of Futures Markets 34 (10), 911-933, 2014
612014
Trading around macroeconomic announcements: Are all traders created equal?
G Erenburg, A Kurov, DJ Lasser
Journal of Financial Intermediation 15 (4), 470-493, 2006
502006
Relief rallies after FOMC announcements as a resolution of uncertainty
C Gu, A Kurov, MH Wolfe
Journal of Empirical Finance 49, 1-18, 2018
462018
What do Chinese macro announcements tell us about the world economy?
CF Baum, A Kurov, MH Wolfe
Journal of International Money and Finance 59, 100-122, 2015
442015
Index option trading activity and market returns
T Chordia, A Kurov, D Muravyev, A Subrahmanyam
Management Science 67 (3), 1758-1778, 2021
40*2021
The disappearing pre-FOMC announcement drift
A Kurov, MH Wolfe, T Gilbert
Finance research letters 40, 101781, 2021
37*2021
Monetary policy and stock prices: Does the “Fed put” work when it is most needed?
A Kurov, C Gu
Journal of Futures Markets 36 (12), 1210-1230, 2016
362016
Is it time to reduce the minimum tick sizes of the E-mini futures?
A Kurov, T Zabotina
Journal of Futures Markets 25 (1), 79-104, 2005
352005
Tick size reduction, execution costs, and informational efficiency in the regular and E‐mini Nasdaq‐100 index futures markets
A Kurov
Journal of Futures Markets: Futures, Options, and Other Derivative Products …, 2008
302008
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