Pre-Refunding Announcement Gains in US Treasurys
-
Published:2024
Issue:
Volume:
Page:
-
ISSN:1556-5068
-
Container-title:SSRN Electronic Journal
-
language:en
-
Short-container-title:SSRN Journal
Author:
Wang Chen,Zhao Kevin
Reference39 articles.
1. Risk Preferences and the Macroeconomic Announcement Premium;Hengjie Ai;Econometrica,2018
2. Flights to safety;Lieven Baele;Review of Financial Studies,2020
3. Information consumption and asset pricing;Ben-Rephael;Journal of Finance,2021
4. Day of the week and the cross-section of returns;Justin Birru;Journal of Financial Economics,2018