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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

Selectively hedging the US dollar with foreign exchange futures contracts

Simpson, Marc W. - In: Journal of international financial markets, … 14 (2004) 1, pp. 75-86

Persistent link: https://www.econbiz.de/10001868788

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

Macroeconomic news and mortgage rates

Ramchander, Sanjay; Simpson, Marc W.; Webb, James R. - In: The journal of real estate finance and economics 27 (2003) 3, pp. 355-377

Persistent link: https://www.econbiz.de/10001810025

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

The influence of macroeconomic news on term and quality spreads

Ramchander, Sanjay; Simpson, Marc W.; Chaudhry, Mukesh - In: The quarterly review of economics and finance : journal … 45 (2005) 1, pp. 84-102

Persistent link: https://www.econbiz.de/10002568036

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

The Resurrected Size Effect Still Sleeps in the (Monetary) Winter

Simpson, Marc W.; Grossmann, Axel - 2022

Asness et al. (2018) demonstrate the reemergence of the size premium (SMB) once one controls for firm quality within time series regressions. We demonstrate that the size premium disappears during periods of monetary tightening and is present during periods of monetary expansion; whether or not...

Persistent link: https://www.econbiz.de/10014239424

The role of restrictive covenants in Moody's and standard and Poor's debenture credit ratings

Simpson, Marc W.; Grossmann, Axel - In: Managerial finance 49 (2023) 12, pp. 1899-1916

Persistent link: https://www.econbiz.de/10014428742

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