Mendoza School of Business

Facing the Fed with dividends and options

Published: July 25, 2018 / Author: Forbes



Research by finance professor Andreas Neuhierl that found a sizable return drift around monetary policy announcements by the Federal Open Market Committee was included in a Forbes article.

newly-released study from Chicago Booth Professor Michael Weber and Notre Dame’s Andreas Neuhierl says that a straightforward trading system that cues on market action ahead of the Fed’s monetary policy announcements could produce significant gains in U.S. and global equities markets.