GitHub - 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

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

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F-F_Factors_daily_European		F-F_Factors_daily_European
F-F_Factors_daily_US		F-F_Factors_daily_US
FOMC_dummy_generation		FOMC_dummy_generation
latex		latex
literature		literature
stata_out		stata_out
.gitignore		.gitignore
README.md		README.md
stock_returns_over_the_fomc_cycle_revisited.do		stock_returns_over_the_fomc_cycle_revisited.do