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Pre-Refunding Announcement Gains in U.S. Treasurys

https://doi.org/10.2139/ssrn.4764295
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Outgoing claims: the papers this work cites, builds on, or argues with.

inferredcites →https://doi.org/10.1016/j.frl.2020.101781openalex-extracted
The Disappearing Pre-FOMC Announcement Drift
inferredcites →https://doi.org/10.1016/j.jfineco.2014.04.005openalex-extracted
Asset pricing: A tale of two days
inferredcites →https://doi.org/10.1016/j.jfineco.2014.11.001openalex-extracted
Monetary Policy and Long-Term Real Rates
inferredcites →https://doi.org/10.1016/j.jfineco.2015.09.012openalex-extracted
Can information be locked up? Informed trading ahead of macro-news announcements
inferredcites →https://doi.org/10.1016/j.jfineco.2018.06.008openalex-extracted
Day of the Week and the Cross-Section of Returns
inferredcites →https://doi.org/10.1016/j.jfineco.2020.04.010openalex-extracted
Fiscal policy driven bond risk premia
inferredcites →https://doi.org/10.1016/j.jfineco.2021.05.044openalex-extracted
Treasury inconvenience yields during the COVID-19 crisis
inferredcites →https://doi.org/10.1016/j.jfineco.2021.09.015openalex-extracted
Premium for heightened uncertainty: Explaining pre-announcement market returns
inferredcites →https://doi.org/10.1016/j.jfineco.2025.103993openalex-extracted
Yield drifts when issuance comes before macro news
inferredcites →https://doi.org/10.1016/j.jmoneco.2007.06.029openalex-extracted
The U.S. Treasury yield curve: 1961 to the present
inferredcites →https://doi.org/10.1016/j.red.2021.06.002openalex-extracted
The fiscal roots of inflation
inferredcites →https://doi.org/10.1017/s002210901300015xopenalex-extracted
How Much Do Investors Care About Macroeconomic Risk? Evidence from Scheduled Economic Announcements
inferredcites →https://doi.org/10.1017/s0022109018001357openalex-extracted
Shaping Expectations and Coordinating Attention: The Unintended Consequences of FOMC Press Conferences
inferredcites →https://doi.org/10.1086/666526openalex-extracted
The Aggregate Demand for Treasury Debt
inferredcites →https://doi.org/10.1086/707766openalex-extracted
Macroeconomic Drivers of Bond and Equity Risks
inferredcites →https://doi.org/10.1093/qje/qjw024openalex-extracted
Measuring Economic Policy Uncertainty*
inferredcites →https://doi.org/10.1093/rapstu/raaa005openalex-extracted
Monetary Policy and Corporate Bond Returns
inferredcites →https://doi.org/10.1093/rfs/hhae089openalex-extracted
The Fed and the Secular Decline in Interest Rates
inferredcites →https://doi.org/10.1093/rfs/hht133openalex-extracted
Bond Supply and Excess Bond Returns
inferredcites →https://doi.org/10.1093/rfs/hhv032openalex-extracted
Expected Returns in Treasury Bonds
inferredcites →https://doi.org/10.1093/rfs/hhz054openalex-extracted
Dash for Cash: Monthly Market Impact of Institutional Liquidity Needs
inferredcites →https://doi.org/10.1093/rfs/hhz055openalex-extracted
Flights to Safety
inferredcites →https://doi.org/10.1093/rof/rfw072openalex-extracted
Bond Variance Risk Premiums
inferredcites →https://doi.org/10.1111/jofi.12196openalex-extracted
The Pre-FOMC Announcement Drift
inferredcites →https://doi.org/10.1111/jofi.12361openalex-extracted
Earnings Announcements and Systematic Risk
inferredcites →https://doi.org/10.1111/jofi.12388openalex-extracted
Information in the Term Structure of Yield Curve Volatility
inferredcites →https://doi.org/10.1111/jofi.12499openalex-extracted
Exchange Rates and Monetary Policy Uncertainty
inferredcites →https://doi.org/10.1111/jofi.12818openalex-extracted
Stock Returns Over the FOMC Cycle
inferredcites →https://doi.org/10.1111/jofi.12975openalex-extracted
Information Consumption and Asset Pricing
inferredcites →https://doi.org/10.1111/jofi.13363openalex-extracted
What Drives Variation in the U.S. Debt‐to‐Output Ratio? The Dogs that Did not Bark
inferredcites →https://doi.org/10.1146/annurev-financial-110921-103651openalex-extracted
Fiscal Capacity: An Asset Pricing Perspective
inferredcites →https://doi.org/10.1257/0002828053828446openalex-extracted
The Sensitivity of Long-Term Interest Rates to Economic News: Evidence and Implications for Macroeconomic Models
inferredcites →https://doi.org/10.1257/0002828053828581openalex-extracted
Bond Risk Premia
inferredcites →https://doi.org/10.1561/104.00000021openalex-extracted
Seasonal Variation in Treasury Returns
inferredcites →https://doi.org/10.17016/feds.2005.33openalex-extracted
An Arbitrage-Free Three-Factor Term Structure Model and the Recent Behavior of Long-Term Yields and Distant-Horizon Forward Rates
inferredcites →https://doi.org/10.2139/ssrn.1659239openalex-extracted
Anticipated and Repeated Shocks in Liquid Markets
inferredcites →https://doi.org/10.2139/ssrn.1863956openalex-extracted
Fiscal Policies and Asset Prices
inferredcites →https://doi.org/10.2139/ssrn.3440417openalex-extracted
Predictable End-of-Month Treasury Returns
inferredcites →https://doi.org/10.2139/ssrn.3924900openalex-extracted
What Drives Variation in the U.S. Debt/Output Ratio? The Dogs that Didn't Bark
inferredcites →https://doi.org/10.2139/ssrn.3964349openalex-extracted
Information Acquisition and the Pre-Announcement Drift
inferredcites →https://doi.org/10.2139/ssrn.4434143openalex-extracted
Debt and Deficits: Fiscal Analysis with Stationary Ratios
inferredcites →https://doi.org/10.2139/ssrn.640582openalex-extracted
Fiscal Policy and the Term Structure of Interest Rates
inferredcites →https://doi.org/10.2139/ssrn.972367openalex-extracted
How do Treasury Dealers Manage their Positions?
inferredcites →https://doi.org/10.2469/dig.v28.n4.365openalex-extracted
Macroeconomic News and Bond Market Volatility
inferredcites →https://doi.org/10.3386/w25127openalex-extracted
Post-FOMC Announcement Drift in U.S. Bond Markets
inferredcites →https://doi.org/10.3982/ecta11412openalex-extracted
A Rational Theory of Mutual Funds' Attention Allocation
inferredcites →https://doi.org/10.3982/ecta14607openalex-extracted
Risk Preferences and the Macroeconomic Announcement Premium
inferredcites →https://doi.org/10.3982/ecta20497openalex-extracted
The U.S. Public Debt Valuation Puzzle
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