Raluca Stan, Ph.D. 2018
RESEARCH INTERESTS
- Empirical Asset Pricing, Market Microstructure, Behavioral Finance, Investments
- University of Minnesota Duluth, Labovitz School of Business and Economics Assistant Professor of Finance 2018- Present
- West Virginia University, Morgantown, WV Ph. D. in Finance 2018
- West Virginia University, Morgantown, WV M. A. in Economics 2013
- BI Norwegian Business School, Oslo, Norway M. Sc. in Finance 2011
- Academy of Economic Studies, Bucharest, Romania B. Sc. in Economic Cybernetics, Statistics and Computer Science 2009
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‘Monetary Policy Uncertainty and the Market Reaction to Macroeconomic News’, with Alexander Kurov . Journal of Banking and Finance , 2018 , 86, 127-142.
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‘It’s not just What you say, but How you say it: Why Tonality Matters in Central Bank Communication’, with Chen Gu, Denghui Chen, and Aizhong Shen, Journal of Empirical Finance, 68, 216-231.
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‘Resolution of Financial Market Uncertainty around the release of Unemployment Rate Announcements’, with Chen Gu and Denghui Chen, International Review of Economics and Finance, 80, 586-596.
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‘The Information Content of the VIX Options Trading Volume’, with Chen Gu, Xu Guo, and Alexander Kurov. Journal of Futures Markets, 2022, 42, 1721–1737.
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‘Investor Sentiment and the Market Reaction to Macroeconomic News’, with Chen Gu and Denghui Chen. Journal of Futures Markets, 2021, 41(9), 1412-1426.
- ‘Ambiguity and the cross-section of stock returns’, with Ann Marie Hibbert