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Marc W. Simpson, Ph.D, CFA
Marc W. Simpson, Ph.D, CFA
Professor of Finance and Neff Endowed Chair, University of Toledo
Verified email at Utoledo.edu
Title
Cited by
Cited by
Year
Return and volatility transmission in US housing markets
H Miao, S Ramchander, MW Simpson
Real Estate Economics 39 (4), 701-741, 2011
1132011
The impact of macroeconomic surprises on spot and forward foreign exchange markets
MW Simpson, S Ramchander, M Chaudhry
Journal of International Money and Finance 24 (5), 693-718, 2005
942005
ADR mispricing: Do costly arbitrage and consumer sentiment explain the price deviation?
A Grossmann, T Ozuna, MW Simpson
Journal of International Financial Markets, Institutions and Money 17 (4 …, 2007
882007
The asymmetric response of equity REIT returns to inflation
MW Simpson, S Ramchander, JR Webb
The Journal of Real Estate Finance and Economics 34, 513-529, 2007
822007
To hedge or not to hedge: the performance of simple strategies for hedging foreign exchange risk
MR Morey, MW Simpson
Journal of Multinational Financial Management 11 (2), 213-223, 2001
782001
An examination of the impact of macroeconomic news on the spot and futures treasuries markets
MW Simpson, S Ramchander
Journal of Futures Markets: Futures, Options, and Other Derivative Products …, 2004
522004
The influence of macroeconomic news on term and quality spreads
S Ramchander, MW Simpson, MK Chaudhry
The Quarterly Review of Economics and Finance 45 (1), 84-102, 2005
442005
Stock returns following large 1-month declines and jumps: Evidence of overoptimism in the German market
J Ising, D Schiereck, MW Simpson, TW Thomas
The Quarterly Review of Economics and Finance 46 (4), 598-619, 2006
402006
An inquiry into the economic fundamentals of the Fama and French equity factors
MW Simpson, S Ramchander
Journal of Empirical Finance 15 (5), 801-815, 2008
382008
Long-term reactions to large stock price declines and increases in the European stock market: a note on market efficiency
A Himmelmann, D Schiereck, MW Simpson, M Zschoche
Journal of Economics and Finance 36, 400-423, 2012
362012
The impact of deviation from relative purchasing power parity equilibrium on US foreign direct investment
A Grossmann, MW Simpson, CJ Brown
The Quarterly Review of Economics and Finance 49 (2), 521-550, 2009
322009
Is differential sentiment a cause of closed-end country fund premia? An empirical examination of the Australian case
MW Simpson, S Ramchander
Applied Economics Letters 9 (9), 615-619, 2002
322002
Selectively hedging the US dollar with foreign exchange futures contracts
MW Simpson
Journal of International Financial Markets, Institutions and Money 14 (1), 75-86, 2004
312004
Macroeconomic news and mortgage rates
S Ramchander, MW Simpson, JR Webb
The Journal of Real Estate Finance and Economics 27, 355-377, 2003
312003
Daylight saving effect
L Müller, D Schiereck, MW Simpson, C Voigt
Journal of Multinational Financial Management 19 (2), 127-138, 2009
302009
Predicting foreign exchange directional moves: can simple fundamentals help?
MR Morey, MW Simpson
Journal of Investing 10 (1), 43-52, 2001
252001
What difference do dividends make?
CM Conover, GR Jensen, MW Simpson
Financial Analysts Journal 72 (6), 28-40, 2016
222016
Can a relative purchasing power parity‐based model outperform a random walk in forecasting short‐term exchange rates?
MW Simpson, A Grossmann
International Journal of Finance & Economics 16 (4), 375-392, 2011
212011
Selectively hedging the Euro
MW Simpson, A Dania
Journal of Multinational Financial Management 16 (1), 27-42, 2006
202006
The effect of consumer expectations on portfolio asset allocation
E Anoruo, VL Bajtelsmit, S Ramchander, MW Simpson
Journal of Financial Planning 16 (9), 64, 2003
192003
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