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S&P 500 Index‐Futures Price Jumps and Macroeconomic News |
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| Authors: | Hong Miao Sanjay Ramchander J. Kenton Zumwalt |
| Affiliation: | Hong Miao (Assistant Professor), Sanjay Ramchander (Professor), and J. Kenton Zumwalt (Professor) are collocated at the Department of Finance and Real Estate, Colorado State University, Fort Collins, Colorado |
| Abstract: | |
| Keywords: | G10 G14 |