Part of the Business Commons

Works by Axel Grossmann in Business

2021

Experiential Learning—Study Away Programs: Surveys of Students and Professionals Reveal Benefits; Faculty Best Practices, Axel Grossmann, Allissa A. Lee, Joseph Ruhland
Allissa Lee

Study Away/Abroad and Experiential Learning: Real and Perceived Benefits, Allissa A. Lee, Axel Grossmann, Joseph Ruhland
Allissa Lee

Experiential Learning—Study Away Programs: Surveys of Students and Professionals Reveal Benefits; Faculty Best Practices, Axel Grossmann, Allissa A. Lee, Joseph Ruhland
Department of Finance Faculty Presentations

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

2020

Inclusion fairness in accounting, finance, and management: An investigation of A-star publications on the ABDC journal list, Axel Grossmann, Julian L. Mooney, Michael Dugan
Julian Mooney

2019

Study Away/Abroad and Experiential Learning: Real and Perceived Benefits, Allissa A. Lee, Axel Grossmann, Joseph Ruhland
Department of Finance Faculty Presentations

Inclusion fairness in accounting, finance, and management: An investigation of A-star publications on the ABDC journal list, Axel Grossmann, Julian L. Mooney, Michael Dugan
School of Accountancy Faculty Research and Publications

2018

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

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 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

2017

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

2016

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

A Panel-Regression Investigation of Exchange Rate Volatility, Axel Grossmann, Alexei G. Orlov
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

The Dynamics of Exchange Rate Volatility: A Panel VAR Approach, Axel Grossmann, Inessa Love, Alexei G. Orlov
Axel Grossmann

Using Videoconferencing to Solve a Business Finance Problem: Challenges and Lessons Learned from a Transatlantic Experience, Axel Grossmann, Michael D. Chatham, Rainer Stöttner, Roman Görlitz
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

2015

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

2014

The Dynamics of Exchange Rate Volatility: A Panel VAR Approach, Axel Grossmann, Inessa Love, Alexei G. Orlov
Finance and Economics Faculty Publications

A Panel-Regressions Investigation of Exchange Rate Volatility, Axel Grossmann, Alexei G. Orlov
Axel Grossmann

A Panel-Regression Investigation of Exchange Rate Volatility, Axel Grossmann, Alexei G. Orlov
Finance and Economics Faculty Publications

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

Using Videoconferencing to Solve a Business Finance Problem: Challenges and Lessons Learned from a Transatlantic Experience, Axel Grossmann, Michael D. Chatham, Rainer Stöttner, Roman Görlitz
Finance and Economics Faculty Publications

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

2013

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

2012

Exchange Rate Misalignments in Frequency Domain, Axel Grossmann, Alexei G. Orlov
Axel Grossmann

Comparing the Roth IRA to the Traditional IRA: An After-Tax Cash Flow Analysis, Axel Grossmann, Clarence Rose
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

Random Diversification Over Time: The Case of Five European Countries Surrounding the Euro Introduction, Emiliano Giudici, Axel Grossmann
Axel Grossmann

2011

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

Expanding a U.S. Portfolio Internationally: ADRs, Their Underlying Assets, and ETFs, Axel Grossmann, Steven Beach
Axel Grossmann

2010

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

Forecasting Exchange Rates: Non-Linear Adjustment and Time-Varying Equilibrium, Axel Grossmann, David G. McMillan
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

Exchange Rate Misalignments in Frequency Domain, Axel Grossmann, Alexei G. Orlov
Axel Grossmann

2009

Exchange Rate Misalignments in Frequency Domain, Axel Grossmann, Alexei G. Orlov
Axel Grossmann

2008

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

Beta, Conditional CAPM and Market Integration Surrounding the Euro-Conversion: Evidence from Three European Equity Markets, Axel Grossmann, Emiliano Giudici
Axel Grossmann

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

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

2007

Can Deviations from a Relative Purchasing Power Parity-Based Equilibrium Exchange Rate and Liquidity Risk Explain the Forward Premium Anomaly?, Axel Grossmann, Marc W. Simpson
Axel Grossmann

2006

The Impact of Interest Rate Announcements on European ADRs and their Underlying Stocks: What Matters More, FOMC or ECB?, Axel Grossmann
Axel Grossmann

Beta, Return and Integration of European Equity Markets Surrounding the Euro-Conversion: Evidence from Germany, Spain and the United Kingdom Using CAPM, Axel Grossmann
Axel Grossmann

The Dividend Anomaly from the Individual Perspective: A Survey Involving Dividend Preference Clientele, Axel Grossmann, Martin Feinberg
Axel Grossmann

2005

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

2004

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

An Analysis of Perceptions of German Consumers to the Euro Conversion: Results of an e-mail Survey, Axel Grossmann, Martin Feinberg, Takic Damir
Axel Grossmann

Forecasting Foreign Exchange Rates: When Does a Relative Purchasing Power Parity Model Outperform a Random Walk?, Axel Grossmann, Marc W. Simpson
Axel Grossmann