Michael Johannes
Columbia University in the City of New York
H-index: 21
North America-United States
Top articles of Michael Johannes
Title | Journal | Author(s) | Publication Date |
---|---|---|---|
Expected 1DTE Option Returns | Available at SSRN 4729757 | Michael S Johannes Andreas Kaeck Norman Seeger Neel Shah | 2024/2/14 |
FOMC Announcement Event Risk | Available at SSRN 4484011 | Michael S Johannes Andreas Kaeck Norman Seeger | 2023/6/19 |
Time-Varying Macroeconomic Announcement Risk | Georgetown McDonough School of Business Research Paper | Michael S Johannes Norman Seeger Jonathan R Stroud | 2022/9/6 |