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The disappearing pre-FOMC announcement drift.

Alexander Kurov1, Marketa Halova Wolfe2, Thomas Gilbert3

  • 1Department of Finance, John Chambers College of Business and Economics, West Virginia University, P.O. Box 6025, Morgantown, WV 26506 United States.

Finance Research Letters
|October 5, 2020
PubMed
Summary

The pre-Federal Open Market Committee (FOMC) drift in U.S. equities, previously observed before policy meetings, has largely vanished since 2015. This disappearance may be linked to reduced market uncertainty surrounding FOMC announcements.

Keywords:
AnnouncementsDriftFOMCPress conferences

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Area of Science:

  • Financial economics
  • Market microstructure
  • Asset pricing

Background:

  • A significant pre-Federal Open Market Committee (FOMC) drift in U.S. equities was documented between 1994 and 2011.
  • This anomaly was not explained by conventional asset pricing models, creating a market puzzle.

Purpose of the Study:

  • To investigate the persistence and evolution of the pre-FOMC equity drift beyond the initial study period.
  • To examine potential shifts in the drift's behavior, particularly concerning FOMC announcements with and without press conferences.

Main Methods:

  • Extended the sample period for analyzing U.S. equity returns around FOMC meetings to December 2019.
  • Compared the pre-FOMC drift before and after 2015, differentiating between announcements with and without accompanying press conferences.

Main Results:

  • The pre-FOMC drift, initially prominent before FOMC announcements with press conferences, significantly diminished after 2015.
  • This disappearance was observed in both types of announcements (with and without press conferences) in the extended sample.

Conclusions:

  • The pre-FOMC drift in U.S. equities has largely disappeared in recent years.
  • Reduced market uncertainty surrounding FOMC communications is proposed as a potential explanation for this observed change.