-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.
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
-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.
https://felixreichel.com/ba.pdf