SSRNLLMs & Text
Auctions & Abnormal Returns
Foreign exchange returns increase when U.S. macroeconomic news releases are preceded by Treasury auctions due to decreased Treasury demand and limited risk absorption by primary dealers.
Featured in No. 92 on 9 Apr 2025 · 3 days after release
- Released
- 6 Apr 2025
- First featured
- No. 92 · 9 Apr 2025
- Published in
- Not yet, as far as Semantic Scholar knows
- Shares when featured
- 4
- Identifier
- SSRN 5207418
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