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The impact of macroeconomic surprises on spot and forward foreign exchange markets

Simpson, Marc W.; Ramchander, Sanjay; Chaudhry, Mukesh - In: Journal of international money and finance 24 (2005) 5, pp. 693-718

Persistent link: https://www.econbiz.de/10002972486

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

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

What difference do dividends make?

Conover, C. Mitchell; Jensen, Gerald R.; Simpson, Marc W. - In: Financial analysts' journal : FAJ 72 (2016) 6, pp. 28-40

Persistent link: https://www.econbiz.de/10011574796

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

What Difference Do Dividends Make?

Conover, C. Mitchell - 2016

We evaluate the investment benefits of dividend-paying stocks and make three major findings. First, high-dividend stocks have the least risk, yet return over 1.5% more per year than non-dividend payers. Second, the benefit of targeting dividend payers is conditional on investment style....

Persistent link: https://www.econbiz.de/10012988360

Predictability and forecasting performance of major euro exchange rates using a relative PPP-based equilibrium model

Grossmann, Axel; Simpson, Marc W. - In: Research in international business and finance 66 (2023), pp. 1-35

Persistent link: https://www.econbiz.de/10014462207

A double Sharpe ratio

Morey, Matthew R.; Vinod, Hrishikesh D. - In: Advances in investment analysis and portfolio … 8 (2001), pp. 57-65

Persistent link: https://www.econbiz.de/10001640870