(SEOs). Wetest the impact of hedge fund variables on idiosyncratic and systematic volatility for avariety of short-run and …To what extent can hedge funds influence stock price volatility surrounding theannouncements of major corporate events … long-run periods around the initial announcement dates forSEOs. We find that stock price volatility decreases when (i) the …

attention across aggregate and idiosyncratic states. According to the model, a decrease in the volatility ofaggregate shocks …My dissertation consists of two independent essays on macroeconomic volatility and monetary economics respectively. The … first essay explores the implications of imperfect information on macroeconomic volatility. It offers a micro-founded theory …

, Murray Carlson, Adlai Fisher, and Ron Giammarino discovered an intriguing relationship between market volatility and primary … SEOs, namely that the volatility decreases before a primary SEO and increases thereafter. This pattern contradicts the real …-issue volatility dynamics are related to the probability of issuing new equity. I find little evidence that the decision to conduct a …