Alexander Kurov
Names
| first: |
Alexander |
| last: |
Kurov |
Identifer
Contact
Affiliations
-
West Virginia University
/ College of Business and Economics
/ Department of Finance
Research profile
author of:
- Investor Sentiment, Trading Behavior and Informational Efficiency in Index Futures Markets (RePEc:bla:finrev:v:43:y:2008:i:1:p:107-127)
by Alexander Kurov - Information And Noise In Financial Markets: Evidence From The E‐Mini Index Futures (RePEc:bla:jfnres:v:31:y:2008:i:3:p:247-270)
by Alexander Kurov - Do Investors Care About Presidential Company‐Specific Tweets? (RePEc:bla:jfnres:v:42:y:2019:i:2:p:213-242)
by Qi Ge & Alexander Kurov & Marketa Halova Wolfe - What do Chinese Macro Announcements Tell Us About the World Economy? (RePEc:boc:bocoec:834)
by Christopher F Baum & Alexander Kurov & Marketa W. Halova - Price Drift before U.S. Macroeconomic News: Private Information about Public Announcements? (RePEc:boc:bocoec:881)
by Alexander Kurov & Alessio Sancetta & Georg H. Strasser & Marketa Halova Wolfe - Price Dynamics in the Regular and E-Mini Futures Markets (RePEc:cup:jfinqa:v:39:y:2004:i:02:p:365-384_00)
by Kurov, Alexander & Lasser, Dennis J. - Price Drift Before U.S. Macroeconomic News: Private Information about Public Announcements? (RePEc:cup:jfinqa:v:54:y:2019:i:01:p:449-479_00)
by Kurov, Alexander & Sancetta, Alessio & Strasser, Georg & Wolfe, Marketa Halova - Price drift before U.S. macroeconomic news: private information about public announcements? (RePEc:ecb:ecbwps:20161901)
by Strasser, Georg & Kurov, Alexander & Sancetta, Alessio & Wolfe, Marketa Halova - Estimating earnings trend using unobserved components framework (RePEc:eee:ecolet:v:107:y:2010:i:1:p:55-57)
by Basistha, Arabinda & Kurov, Alexander - Relief Rallies after FOMC Announcements as a Resolution of Uncertainty (RePEc:eee:empfin:v:49:y:2018:i:c:p:1-18)
by Gu, Chen & Kurov, Alexander & Wolfe, Marketa Halova - The disappearing pre-FOMC announcement drift (RePEc:eee:finlet:v:40:y:2021:i:c:s1544612320315956)
by Kurov, Alexander & Wolfe, Marketa Halova & Gilbert, Thomas - Informational role of social media: Evidence from Twitter sentiment (RePEc:eee:jbfina:v:121:y:2020:i:c:s0378426620302314)
by Gu, Chen & Kurov, Alexander - When does the fed care about stock prices? (RePEc:eee:jbfina:v:142:y:2022:i:c:s0378426622001522)
by Kurov, Alexander & Olson, Eric & Zaynutdinova, Gulnara R. - Macroeconomic cycles and the stock market's reaction to monetary policy (RePEc:eee:jbfina:v:32:y:2008:i:12:p:2606-2616)
by Basistha, Arabinda & Kurov, Alexander - Investor sentiment and the stock market's reaction to monetary policy (RePEc:eee:jbfina:v:34:y:2010:i:1:p:139-149)
by Kurov, Alexander - Monetary policy uncertainty and the market reaction to macroeconomic news (RePEc:eee:jbfina:v:86:y:2018:i:c:p:127-142)
by Kurov, Alexander & Stan, Raluca - Trading around macroeconomic announcements: Are all traders created equal? (RePEc:eee:jfinin:v:15:y:2006:i:4:p:470-493)
by Erenburg, Grigori & Kurov, Alexander & Lasser, Dennis J. - What do Chinese macro announcements tell us about the world economy? (RePEc:eee:jimfin:v:59:y:2015:i:c:p:100-122)
by Baum, Christopher F. & Kurov, Alexander & Wolfe, Marketa Halova - What determines the stock market's reaction to monetary policy statements? (RePEc:eee:revfin:v:21:y:2012:i:4:p:175-187)
by Kurov, Alexander - Business cycle, storage, and energy prices (RePEc:eee:revfin:v:23:y:2014:i:4:p:217-226)
by Kucher, Oleg & Kurov, Alexander - Volatility Forecasting: The Role of Internet Search Activity and Implied Volatility (RePEc:pra:mprapa:111037)
by Basistha, Arabinda & Kurov, Alexander & Wolfe, Marketa Halova - The effect of the introduction of Cubes on the Nasdaq‐100 index spot‐futures pricing relationship (RePEc:wly:jfutmk:v:22:y:2002:i:3:p:197-218)
by Alexander A. Kurov & Dennis J. Lasser - Execution quality in open‐outcry futures markets (RePEc:wly:jfutmk:v:25:y:2005:i:11:p:1067-1092)
by Alexander Kurov - Is it time to reduce the minimum tick sizes of the E‐mini futures? (RePEc:wly:jfutmk:v:25:y:2005:i:1:p:79-104)
by Alexander Kurov & Tatyana Zabotina - Tick size reduction, execution costs, and informational efficiency in the regular and E‐mini Nasdaq‐100 index futures markets (RePEc:wly:jfutmk:v:28:y:2008:i:9:p:871-888)
by Alexander Kurov - Trader Survival: Evidence from the Energy Futures Markets (RePEc:wly:jfutmk:v:32:y:2012:i:9:p:809-836)
by Naomi E. Boyd & Alexander Kurov - Noisy Inventory Announcements and Energy Prices (RePEc:wly:jfutmk:v:34:y:2014:i:10:p:911-933)
by Marketa W. Halova & Alexander Kurov & Oleg Kucher - The Impact of Monetary Policy Surprises on Energy Prices (RePEc:wly:jfutmk:v:35:y:2015:i:1:p:87-103)
by Arabinda Basistha & Alexander Kurov - Monetary Policy and Stock Prices: Does the “Fed Put” Work When It Is Most Needed? (RePEc:wly:jfutmk:v:36:y:2016:i:12:p:1210-1230)
by Alexander Kurov & Chen Gu - What drives informed trading before public releases? Evidence from natural gas inventory announcements (RePEc:wly:jfutmk:v:38:y:2018:i:9:p:1079-1096)
by Chen Gu & Alexander Kurov - Market inefficiencies surrounding energy announcements (RePEc:wly:jfutmk:v:42:y:2022:i:1:p:172-188)
by Sultan Alturki & Alexander Kurov - The information content of the volatility index options trading volume (RePEc:wly:jfutmk:v:42:y:2022:i:9:p:1721-1737)
by Chen Gu & Xu Guo & Alexander Kurov & Raluca Stan - What determines the stock market's reaction to monetary policy statements? (RePEc:wly:revfec:v:21:y:2012:i:4:p:175-187)
by Alexander Kurov - Business cycle, storage, and energy prices (RePEc:wly:revfec:v:23:y:2014:i:4:p:217-226)
by Oleg Kucher & Alexander Kurov