End-of-Month Treasury Returns

Log in to collect

Academic paper

Predictable End-of-Month Treasury Returns

AuthorsJonathan Hartley; Krista Schwarz

Institute
  • Stanford University
  • Federal Reserve Board of Governors
  • Federal Reserve
  • Board of Governors of the Federal Reserve System

This strategy is gated

A paid plan unlocks the full write-up, rules, Python, and trade lists. About 20% of the library stays free.