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An evaluation of the equilibrium value of the euro, its predecessors and their constituent currencies based on economic fundamentals

Grossmann, Axel; Paul, Chris W.; Simpson, Marc W. - In: Applied economics 49 (2017) 31/33, pp. 3280-3312

Persistent link: https://www.econbiz.de/10011774750

The pedagogy of tax evasion : its extent and its determinants

Cebula, Richard J.; Paul, Chris W. - In: International advances in economic research : IAER ; an … 6 (2000) 4, pp. 710-721

Persistent link: https://www.econbiz.de/10001545139

Can a relative purchasing power parity-based model outperform a random walk in forecasting short-term exchange rates?

Simpson, Marc W.; Grossmann, Axel - In: International journal of finance & economics : IJFE 16 (2011) 4, pp. 375-392

Persistent link: https://www.econbiz.de/10009508870

Investigating the PPP hypothesis using constructed US dollar equilibrium exchange rate misalignments over the post-Bretton Woods period

Grossmann, Axel; Simpson, Marc W.; Ozuna, Teofilo - In: Journal of economics and finance 38 (2014) 2, pp. 235-268

Persistent link: https://www.econbiz.de/10010490982

An examination of the forward prediction error of US dollar exchange rates and how they are related to bid-ask spreads, purchasing power parity disequilibria, and forward premium asymmetry

Simpson, Marc W.; Grossmann, Axel - In: The North American journal of economics and finance : a … 28 (2014), pp. 221-238

Persistent link: https://www.econbiz.de/10010461953

Forward premium anomaly of the British pound and the euro

Grossmann, Axel; Lee, Allissa A.; Simpson, Marc W. - In: International review of financial analysis 34 (2014), pp. 140-156

Persistent link: https://www.econbiz.de/10010528461

Bid-ask spreads, deviations from PPP and the forward prediction error : the case of the British pound and the euro

Grossmann, Axel; Simpson, Marc W. - In: The quarterly review of economics and finance : journal … 55 (2015), pp. 124-139

Persistent link: https://www.econbiz.de/10011334657

Do financial crises inhibit market efficiency? : An empirical study with world equity benchmark shares

Simpson, Marc W. - In: Journal of emerging markets 7 (2002) 2, pp. 5-13

Persistent link: https://www.econbiz.de/10001743307

An examination of the impact of macroeconomic news on the spot and futures treasuries markets

Simpson, Marc W.; Ramchander, Sanjay - In: The journal of futures markets 24 (2004) 5, pp. 453-478

Persistent link: https://www.econbiz.de/10002012490

One-Month Individual Stock Return Reversals and Industry Return Momentum

Simpson, Marc William - 2016

There is a large stream of literature that documents one-month return reversal patterns for individual stocks. Some studies term this reversal pattern overreaction, while others simply skip one-month returns in order to examine longer term momentum patterns in stocks. At the same time, the...

Persistent link: https://www.econbiz.de/10013008541