Thomas Gilbert
Thomas Gilbert
Associate Professor of Finance, University of Washington
Verified email at - Homepage
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Precautionary savings with risky assets: When cash is not cash
R Duchin, T Gilbert, J Harford, C Hrdlicka
The Journal of Finance 72 (2), 793-852, 2017
Endogenous versus exogenous shocks in complex networks: An empirical test using book sale rankings
D Sornette, F Deschâtres, T Gilbert, Y Ageon
Physical Review Letters 93 (22), 228701, 2004
Is the intrinsic value of a macroeconomic news announcement related to its asset price impact?
T Gilbert, C Scotti, G Strasser, C Vega
Journal of Monetary Economics 92, 78-95, 2017
Information aggregation around macroeconomic announcements: Revisions matter
T Gilbert
Journal of Financial Economics 101 (1), 114-131, 2011
Investor inattention and the market impact of summary statistics
T Gilbert, S Kogan, L Lochstoer, A Ozyildirim
Management Science 58 (2), 336-350, 2012
Daily data is bad for beta: Opacity and frequency-dependent betas
T Gilbert, C Hrdlicka, J Kalodimos, S Siegel
Review of Asset Pricing Studies 4 (1), 78-117, 2014
Why Are University Endowments Large and Risky?
T Gilbert, C Hrdlicka
Review of Financial Studies, hhv031, 2015
The disappearing pre-FOMC announcement drift
A Kurov, MH Wolfe, T Gilbert
Finance research letters 40, 101781, 2021
More than 100% of the equity premium: How much is really earned on macroeconomic announcement days?
R Ernst, T Gilbert, CM Hrdlicka
Available at SSRN 3469703, 2019
The structure of information release and the factor structure of returns
T Gilbert, C Hrdlicka, A Kamara
Journal of Financial Economics 127 (3), 546-566, 2018
Leaders' Preferences for Fairness and Risk-Sharing Across Generations
T Gilbert, CM Hrdlicka
Available at SSRN 2072323, 2015
Geographical COVID-19 Uncertainty and The Market Impact of Initial Jobless Claims News
T Gilbert, A Kruglova
Available at SSRN 4030112, 2023
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