dew-becker.org

Ian Dew-Becker

Northwestern University, Kellogg School of Management. How do investors perceive the risks from macroeconomic and financial uncertainty? Evidence from 19 option markets. With Bryan Kelly and Stefano Giglio. Looking at options across 19 financial and commodity futures markets, realized volatility earns a robustly negative premium as usual, while shocks to implied volatility uncertainty earn positive. Does restricting high-frequency investment affect the informativeness of prices? Uncertainty shocks .
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Ian Dew-Becker

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Northwestern University, Kellogg School of Management. How do investors perceive the risks from macroeconomic and financial uncertainty? Evidence from 19 option markets. With Bryan Kelly and Stefano Giglio. Looking at options across 19 financial and commodity futures markets, realized volatility earns a robustly negative premium as usual, while shocks to implied volatility uncertainty earn positive. Does restricting high-frequency investment affect the informativeness of prices? Uncertainty shocks .

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The site has the following in the web page, "Northwestern University, Kellogg School of Management." I observed that the web site also stated " How do investors perceive the risks from macroeconomic and financial uncertainty? Evidence from 19 option markets." They also stated " With Bryan Kelly and Stefano Giglio. Looking at options across 19 financial and commodity futures markets, realized volatility earns a robustly negative premium as usual, while shocks to implied volatility uncertainty earn positive. Does restricting high-frequency investment affect the informativeness of prices? Uncertainty shocks ." The meta header had Ian Dew-Becker as the first keyword. This keyword was followed by Economics, Finance, and Macroeconomics which isn't as urgent as Ian Dew-Becker. The other words the site uses is Asset Pricing. Dew-Becker is also included and will not be understood by search engines.

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