3 Ways to PROFIT from FOMC Announcement | SchoolOfTrade Newsletter 12/17/14

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3 Ways to PROFIT from FOMC Announcement | SchoolOfTrade Newsletter 12/17/14

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Monetary Announcement Premium in China · the pre-announcement premium in response to FOMC statements. They show that the U.S. stock market kicks o its pre-drift starting from the

Monetary Announcement Premium in Chinaecon.hkbu.edu.hk/eng/Doc/Monetary Announcement... · evidence of pre-FOMC drift of U.S. stock returns inLucca and Moench(2015), we document a

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POST-FOMC ANNOUNCEMENT DRIFT IN U.S. BOND MARKETS … · NBER WORKING PAPER SERIES POST-FOMC ANNOUNCEMENT DRIFT IN U.S. BOND MARKETS Jordan Brooks Michael Katz Hanno Lustig Working

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The Pre-FOMC Announcement Driftweb-docs.stern.nyu.edu/old_web/finance/docs/pdfs/... · 2011. 11. 28. · The pre-FOMC announcement return is persistent and is not reversed on subsequent

ADRIAN FERNANDEZ-PEREZ, BART FRIJNS*, ALIREZA TOURANI …€¦ · prior to the FOMC announcement and find that there is strong evidence of a pre-announcement drift, where excess returns

PolicyAnnouncementsinFXMarkets€¦ · (FOMC). More concretely, on announcement days, currencies with low inter-est rates produce an average daily return of 5.2 basis points (bp)

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RiskPreferencesandTheMacroAnnouncement Premium · announcement drift for FOMC announcements, but not for other macro announcements. That is, equity premiums start to materialize in

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