Similar Search Results

The impact of inflationary news on money market yields and volatilities

Ramchander, Sanjay; Simpson, Marc W.; Chaudhry, Mukesh - In: Journal of economics and finance 27 (2003) 1, pp. 85-101

Persistent link: https://www.econbiz.de/10001771739

Which sustainable growth rate is best at forecasting actual growth?

Moore, Gary; Simpson, Marc W. - In: American journal of business 38 (2023) 4, pp. 173-192

Persistent link: https://www.econbiz.de/10014432871

Return and volatility transmission in US housing markets

Miao, Hong; Ramchander, Sanjay; Simpson, Marc W. - In: Real estate economics : journal of the American Real … 39 (2011) 4, pp. 701-741

Persistent link: https://www.econbiz.de/10009406351

Euro conversion and return dynamics of European financial markets : a frequency domain approach

Grossmann, Axel; Giudici, Emiliano; Simpson, Marc W. - In: Journal of economics and finance 38 (2014) 1, pp. 1-26

Persistent link: https://www.econbiz.de/10010388029

The makings of an information leader : the intraday price discovery process for individual stocks in the DJIA

Simpson, Marc W.; Moreno, Jose F.; Ozuna, Teofilo - In: Review of quantitative finance and accounting 38 (2012) 3, pp. 347-365

Persistent link: https://www.econbiz.de/10009532193

The asymmetric response of equity REIT returns to inflation

Simpson, Marc W.; Ramchander, Sanjay; Webb, James R. - In: The journal of real estate finance and economics 34 (2007) 4, pp. 513-529

Persistent link: https://www.econbiz.de/10003491289

Stock return following large 1-month declines and jumps : evidence of overoptimism in the German market

Ising, Jan; Schiereck, Dirk; Simpson, Marc W.; Thomas, … - In: The quarterly review of economics and finance : journal … 46 (2006) 4, pp. 598-619

Persistent link: https://www.econbiz.de/10003416650

The role of industry effects in simultaneous reversal and momentum patterns in one-month stock returns

Simpson, Marc W.; Grossman, Axel - In: The journal of behavioral finance : a publication of … 17 (2016) 4, pp. 309-320

Persistent link: https://www.econbiz.de/10011698931

Asymmetric and cross-sectional effects of inflation on stock returns under varying monetary conditions

Simpson, Marc W.; Ramchander, Sanjay - In: Applied financial economics 22 (2012) 4/6, pp. 285-298

Persistent link: https://www.econbiz.de/10009581407

Return and Volatility Transmission in U.S. Housing Markets

Miao, Hong - 2011

This paper uses the Case-Shiller U.S. house price indices to analyze spatial dependencies across 16 metropolitan markets for the period January 1989 to June 2006. Return transmission patterns establish New York, San Francisco, and Miami to be among the most influential markets. In terms of...

Persistent link: https://www.econbiz.de/10013133006