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Working PapersThe Impact of the Federal Reserve's Interest Rate Target Announcement on Stock Prices: A Closer Look at How the Market Impounds New Information (with Stephen Figlewski)
| Published and Forthcoming PapersAnatomy of a Meltdown: The Risk Neutral Density for the S&P 500 in the Fall of 2008 (with Stephen Figlewski) Journal of Financial Markets, 15, 151-180, 2012
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