felix-reichel/stock-returns-over-the-fomc-cycle-revisited

-A Replication, Abstract: The paper Stock Returns over the FOMC Cycle (Cieslak et al., 2019) finds a pattern in financial markets that suggests that stock market excess returns in the last 23 years were entirely earned in even weeks (0, 2, 4, and 6) starting from the last FOMC meeting.

Stock Returns over the FOMC Cycle Revisited

Useful Resources

Kenneth R. French - Data Library. U.S. Research Returns Data. Fama/French 3 Factors: http://mba.tuck.dartmouth.edu/pages/faculty/ken.french/data_library.html

Third ECB Annual Research Conference: Session 2: The Economics of the Fed Put: https://www.youtube.com/watch?v=jeQXGSsk5Ac&list=PLZ300D8zdZ9koXKTjaIOfsHjJx71vH3Sl