The study investigated both the January effect and the "sell-in-May-and-go-away" anomaly in government bond returns. It … volatility, credit risk, value, and momentum premia. Our examination of government bond markets in 25 countries for years 1992 …-2016 proved that both the bond returns and factor premia had remained unaffected by the January and "sell-in-May" effects. These …

emerging countries, we demonstrate that the expansion of the disease significantly affects sovereign bond markets. The growth …

This study investigates the momentum effect in factor premia in international government bond markets. The …

change in government bond yields underperforms the countries with the lowest change by 0.76% per month. The phenomenon is …

We present a novel explanation of the cross-sectional seasonality anomaly in government bond returns. The macroeconomic … risk premia may accrue unevenly during the calendar year, and the pattern may be transferred to government bond prices. We …

significant momentum profits that are not attributable to bond-specific risk factors, such as volatility or credit risk. The … global bond momentum is driven by the returns on underlying foreign exchange rates. Controlling for currency movements fully …