Can I read FOMC Impact on SPY Returns Analysis on EtoBox?

FOMC Impact on SPY Returns Analysis by Bryan Seegmiller is a document available to read on EtoBox.

What is FOMC Impact on SPY Returns Analysis about?

This document contains results from regressions analyzing the impact of Federal Open Market Committee (FOMC) announcements on stock market returns from 1994 to 2011. It includes figures and tables showing: - Empirical densities of daily S&P 500 returns on FOMC announcement days - Relationship between industry/size portfolio returns and market returns on FOMC days - Time series of pre-FOMC stock index returns - Regressions estimating the effect of FOMC announcements on various stock index returns both in t

Author

Bryan Seegmiller

Language

EN