Tag Archives: Sell Before the FOMC

Aug 28, 2014

Sell Just Before, Not After, the FOMC Meets

A recent academic paper (link here, full citation below) demonstrates that day-to-day stock market returns follow a regular bi-weekly cycle tied to the schedule of FOMC meetings, the Fed’s policy unit. A rolling five day return calculated as the excess return of stocks over T-bills peaks on the day the FOMC meets and then every…

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