Following the 1995 Russian parliamentary election, it was suggested that Russian voters may have used their votes to send a message to the then current Russian president, Boris Yeltsin, who was scheduled to run for reelection six months later. Building on this observation, we consider the incentives for information transmission through strategic voting in systems with sequential elections. We find that when an election for a sufficiently weak institution (e.g., a parliament) precedes an election for a strong institution (e.g., a president), in any equilibrium some voters vote against their preferred party in the first election to send a message to candidates in the second election. Following a brief discussion of the intuition underlying this argument, we present a model that allows us to isolate institutional features that affect the prevalence of this type of strategic voting: the relative importance of institutions to voters, the timing of sequential elections, and the relative cost of responsiveness by candidates.