Forward Premium Anomaly of the British Pound and the Euro, Axel Grossmann, Allissa A. Lee, Marc W. Simpson
Allissa Lee

An Evaluation of the Equilibrium Value of the Euro and its Predecessors based on Economic Fundamentals, Axel Grossmann, Chris Paul, Marc W. Simpson
Axel Grossmann

An Evaluation of the Equilibrium Value of the Euro and Its Predecessors Based on Economic Fundamentals, Axel Grossman, Chris Paul, Marc W. Simpson
Axel Grossmann

The Asymmetric Impacts of Currency Misvaluation on ADR Mispricing, Axel Grossman, Thanh Ngo, Marc W. Simpson
Axel Grossmann

An Evaluation of the Equilibrium Value of the Euro and Its Predecessors Based on Economic Fundamentals, Axel Grossman, Chris Paul, Marc W. Simpson
Axel Grossmann

Macroeconomic-Related Variation in the Fama-French-Carhart Factor Loadings, Axel Grossman, Marc W. Simpson
Axel Grossmann

An Evaluation of the Equilibrium Value of the Euro and Its Predecessors Based on Economic Fundamentals, Axel Grossman, Chris Paul, Marc W. Simpson
Axel Grossmann

The Asymmetric Impacts of Currency Misvaluation on ADR Mispricing, Axel Grossmann, Thanh Ngo, Marc W. Simpson
Axel Grossmann

The Impact of Exchange Rate Deviations From PPP Equilibrium on the U.S. Demand for Foreign Equity Securities, Axel Grossman, Chris Paul, Marc W. Simpson
Axel Grossmann

The Impact of Exchange Rate Deviations from PPP Equilibrium on the U.S. Demand for Foreign Equity Securities, Axel Grossmann, Chris Paul, Marc W. Simpson
Axel Grossmann

The Role of Industry Effects in Simultaneous Reversal and Momentum Patterns in One-Month Stock Returns, Marc W. Simpson, Axel Grossmann
Axel Grossmann

The Value of Restrictive Covenants in the Changing Bond Market Dynamics Before and After the Financial Crisis, Marc W. Simpson, Axel Grossmann
Axel Grossmann

The Value of Restrictive Covenants in the Changing Bond Market Dynamics Before and After the Financial Crisis, Axel Grossman, Marc W. Simpson
Axel Grossmann

The Asymmetric Impacts of Currency Misvaluation on ADR Mispricing, Axel Grossmann, Thanh Ngo, Marc W. Simpson
Department of Finance Faculty Publications

The Asymmetric Impacts of Currency Misvaluation on ADR Mispricing, Axel Grossmann, Thanh Ngo, Marc W. Simpson
Department of Finance Faculty Presentations

The Impact of Exchange Rate Deviations from PPP Equilibrium on the U.S. Demand for Foreign Equity Securities, Axel Grossmann, Chris Paul, Marc W. Simpson
Department of Finance Faculty Publications

The Value of Restrictive Covenants in the Changing Bond Market Dynamics Before and After the Financial Crisis, Marc W. Simpson, Axel Grossmann
Department of Finance Faculty Publications

The Value of Restrictive Covenants in the Changing Bond Market Dynamics Before and After the Financial Crisis, Axel Grossmann, Marc W. Simpson
Department of Finance Faculty Presentations

An Evaluation of the Equilibrium Value of the Euro and its Predecessors based on Economic Fundamentals, Axel Grossmann, Chris Paul, Marc W. Simpson
Department of Finance Faculty Publications

The Role of Industry Effects in Simultaneous Reversal and Momentum Patterns in One-Month Stock Returns, Marc W. Simpson, Axel Grossmann
Department of Finance Faculty Publications

Forward Premium Anomaly of the British Pound and the Euro, Allissa A. Lee, Axel Grossmann, Marc W. Simpson
Axel Grossmann

The Equilibrium Level and Forecasting Performance of Nominal Effective Exchange Rate Indexes Using an Export and Import Price-Based Relative PPP Model, Axel Grossmann, Chris Paul, Marc W. Simpson
Axel Grossmann

An Examination of the Forward Prediction Error of U.S. Dollar Exchange Rates and How They Are Related to Bid-Ask Spreads, Purchasing Power Parity Disequilibria, and Forward Premium Asymmetry, Marc W. Simpson, Axel Grossmann
Axel Grossmann

Bid-Ask Spreads, Deviations from PPP and the Forward Prediction Error: The Case of the British Pound and the Euro, Axel Grossmann, Marc W. Simpson
Axel Grossmann

Forward Premium Anomaly of the British Pound and the Euro, Allissa A. Lee, Axel Grossmann, Marc W. Simpson
Allissa Lee

An Evaluation of the Equilibrium Value of the Euro and Its Predecessors Based on Economic Fundamentals, Axel Grossmann, Chris Paul, Marc W. Simpson
Department of Finance Faculty Presentations

Macroeconomic-Related Variation in the Fama-French-Carhart Factor Loadings, Axel Grossmann, Marc W. Simpson
Department of Finance Faculty Presentations

An Evaluation of the Equilibrium Value of the Euro and Its Predecessors Based on Economic Fundamentals, Axel Grossmann, Chris Paul, Marc W. Simpson
Department of Finance Faculty Presentations

An Evaluation of the Equilibrium Value of the Euro and Its Predecessors Based on Economic Fundamentals, Axel Grossmann, Chris Paul, Marc W. Simpson
Department of Finance Faculty Presentations

The Impact of Exchange Rate Deviations From PPP Equilibrium on the U.S. Demand for Foreign Equity Securities, Axel Grossmann, Chris Paul, Marc W. Simpson
Department of Finance Faculty Presentations

Bid-Ask Spreads, Deviations from PPP and the Forward Prediction Error: The Case of the British Pound and the Euro, Axel Grossmann, Marc W. Simpson
Finance and Economics Faculty Publications

The Impact of Exchange Rates and Other Macroeconomic Variables on the Transaction Demand of Foreign Equity Securities, Axel Grossmann, Chris Paul, Marc W. Simpson
Axel Grossmann

Simultaneous Reversal and Momentum Patterns in One-Month Stock Returns, Axel Grossmann, Marc W. Simpson
Axel Grossmann

Forward Premium Anomaly of the British Pound and the Euro, Allissa A. Lee, Axel Grossmann, Marc W. Simpson
Finance and Economics Faculty Publications

The Equilibrium Level and Forecasting Performance of Nominal Effective Exchange Rate Indexes Using an Export and Import Price-Based Relative PPP Model, Axel Grossmann, Chris Paul, Marc W. Simpson
Finance and Economics Faculty Publications

An Examination of the Forward Prediction Error of U.S. Dollar Exchange Rates and How They Are Related to Bid-Ask Spreads, Purchasing Power Parity Disequilibria, and Forward Premium Asymmetry, Marc W. Simpson, Axel Grossmann
Finance and Economics Faculty Publications

Investigating the Validity of the PPP Hypothesis Using Constructed U.S. Dollar Equilibrium Exchange Rate Misalignments over the Post-Bretton Woods Period, Axel Grossmann, Marc W. Simpson, Teofilo Ozuna
Axel Grossmann

The Euro Conversion and Return Dynamics of European Financial Markets: A Frequency Domain Approach, Axel Grossmann, Emiliano Giudici, Marc W. Simpson
Axel Grossmann

The Macroeconomy and the Spot and Futures Markets for Platinum: Relations and Implications for Hedging, Axel Grossmann, Marc W. Simpson
Axel Grossmann

Conditional Moments of the Distribution of Abnormal Returns, the Cross-Section of Stock Returns, and Monetary Policy, Marc W. Simpson, Axel Grossmann
Axel Grossmann

Can a Relative Purchasing Power Parity-Based Model Outperform a Random Walk in Forecasting Short-Term Exchange Rates?, Marc W. Simpson, Axel Grossmann
Axel Grossmann

Predictability of the U.S. Dollar Index Using a U.S. Export and Import Price Index-Based Relative PPP Model, Axel Grossmann, Marc W. Simpson
Axel Grossmann

Forecasting the Yen/U.S. Dollar Exchange Rate: Empirical Evidence from a Capital Enhanced PPP-Based Model, Axel Grossmann, Marc W. Simpson
Axel Grossmann

The Impact of the Euro Conversion on the Return Dynamics of European Financial Markets: A Frequency Domain Approach, Axel Grossmann, Emiliano Giudici, Marc W. Simpson
Axel Grossmann

Liquidity Risk, Deviations from PPP, Asymmetries, and the Forward Discount Bias: The Case of British Pound and Euro Exchange Rates from Developed and Developing Countries, Axel Grossmann, Marc W. Simpson
Axel Grossmann

The Impact of Deviation from Relative Purchasing Power Parity Equilibrium on U.S. Foreign Direct Investment, Axel Grossmann, Marc W. Simpson, Cynthia J. Brown
Axel Grossmann

ADR Mispricing: Do Costly Arbitrage and Consumer Sentiment Explain the Price Deviation?, Axel Grossmann, Teofilo Ozuna, Marc W. Simpson
Axel Grossmann