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Seasonal Risk Preferences and the Market-Implied Response to Monetary Policy Path News

https://doi.org/10.2139/ssrn.7041704
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Outgoing claims: the papers this work cites, builds on, or argues with.

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Seasonal affective disorder and currency markets
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Stock market reactions to monetary policy surprises under uncertainty
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Is it the weather? Comment
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Investor sentiment and the stock market’s reaction to monetary policy
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Sentiment and Stock Returns: The SAD Anomaly Revisited
inferredcites →https://doi.org/10.1016/j.jbankfin.2011.10.010openalex-snapshot
A careful re-examination of seasonality in international stock markets: Comment on sentiment and stock returns
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Winter blues and time variation in the price of risk
inferredcites →https://doi.org/10.1016/s0304-3932(01)00055-1openalex-snapshot
Monetary policy surprises and interest rates: Evidence from the Fed funds futures market
inferredcites →https://doi.org/10.1017/s002210901600082xopenalex-snapshot
Seasonal Asset Allocation: Evidence from Mutual Fund Flows
inferredcites →https://doi.org/10.1080/1351847x.2018.1496943openalex-snapshot
Unconventional monetary policy announcements and risk aversion: evidence from the U.S. and European equity markets
inferredcites →https://doi.org/10.1080/14697688.2012.745646openalex-snapshot
Out of the blue: mood maintenance hypothesis and seasonal effects on investors’ reaction to news
inferredcites →https://doi.org/10.1086/723574openalex-snapshot
A Reassessment of Monetary Policy Surprises and High-Frequency Identification
inferredcites →https://doi.org/10.1093/qje/qjy004openalex-snapshot
High Frequency Identification of Monetary Non-Neutrality: The Information Effect
inferredcites →https://doi.org/10.1093/rapstu/rau002openalex-snapshot
Seasonally Varying Preferences: Theoretical Foundations for an Empirical Regularity
inferredcites →https://doi.org/10.1111/j.1475-6803.2010.01275.xopenalex-snapshot
DAYLIGHT AND INVESTOR SENTIMENT: A SECOND LOOK AT TWO STOCK MARKET BEHAVIORAL ANOMALIES
inferredcites →https://doi.org/10.1111/j.1540-6261.2005.00760.xopenalex-snapshot
What Explains the Stock Market's Reaction to Federal Reserve Policy?
inferredcites →https://doi.org/10.1142/s2010139216500154openalex-snapshot
Seasonality in Perceived Risk: A Sentiment Effect
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This is Your Portfolio on Winter
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Robust Estimation of a Location Parameter
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Winter Blues: A SAD Stock Market Cycle
inferredcites →https://doi.org/10.1257/jep.37.1.77openalex-snapshot
Risk Appetite and the Risk-Taking Channel of Monetary Policy
inferredcites →https://doi.org/10.1287/mnsc.2021.4068openalex-snapshot
The Time Variation in Risk Appetite and Uncertainty
inferredcites →https://doi.org/10.1371/journal.pone.0245520openalex-snapshot
Are consumer confidence and asset value expectations positively associated with length of daylight?: An exploration of psychological mediators between length of daylight and seasonal asset price transitions
inferredcites →https://doi.org/10.1561/104.00000021openalex-snapshot
Seasonal Variation in Treasury Returns
inferredcites →https://doi.org/10.3390/econometrics1010053openalex-snapshot
Outlier Detection in Regression Using an Iterated One-Step Approximation to the Huber-Skip Estimator
inferredcites →https://doi.org/10.3390/risks12050080openalex-snapshot
Trading Activity in the Corporate Bond Market: A SAD Tale of Macro-Announcements and Behavioral Seasonality?
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