亚色视频

Fordham University, New York, 1999
Doctor of Philosophy (PhD)

Fordham University, New York, 1996
Master of Arts

Oregon State University, Corvallis, 1994
Bachelor of Arts (Political Science & History),

• What Difference Do Dividends Make?
• The equilibrium level and forecasting performance of nominal effective exchange rate indexes using an export and import price-based relative PPP model
• An examination of the forward prediction error of U.S. dollar exchange rates and how they are related to bid-ask spreads, purchasing power parity disequilibria, and forward premium asymmetry
• Asymmetric and cross-sectional effects of inflation on stock returns under varying monetary conditions
• Euro conversion and return dynamics of European financial markets: a frequency domain approach
• Forward premium anomaly of the British pound and the euro
• Investigating the PPP hypothesis using constructed U.S. dollar equilibrium exchange rate misalignments over the post-bretton woods period
• Long-term reactions to large stock price declines and increases in the European stock market: a note on market efficiency
• Return and Volatility Transmission in U.S. Housing Markets
• The Role of Industry Effects in Simultaneous Reversal and Momentum Patterns in One-month Stock Returns

1. Grossmann, Axel, Marc W. Simpson, and Teofilo Ozuna, Forthcoming. 鈥淚nvestigating the Validity of the PPP Hypothesis Using Constructed U.S. Dollar Equilibrium Exchange Rate Misalignments over the Post-Bretton Woods Period.鈥� Journal of Economics and Finance. (R, AR)
2. Simpson, Marc W., and Sanjay Ramchander, 2012. 鈥淎symmetric and Cross-sectional Effects of Inflation on Stock Returns under Varying Monetary Conditions.鈥� Applied Financial Economics, 22: 285-298. (R, AR)
3. Simpson , Marc W., Jose F. Moreno, and Teofilo Ozuna, 2011. 鈥淭he makings of an information leader: The intraday price discovery process for individual stocks in the DJIA.鈥� Review of Quantitative Finance and Accounting, 38: 347-365. (R, AR)
4. Grossmann, Axel, Emiliano Giudici, and Marc W. Simpson. 2011. 鈥淓uro Conversion and Return Dynamics of European Financial Markets: A Frequency Domain Approach.鈥� Journal of Economics and Finance. (R, AR)
5. Miao, Hong, Sanjay Ramchander, and Marc W. Simpson. 2011. 鈥淩eturn and Volatility Transmission in U.S. Housing Markets.鈥� Real Estate Economics, 39: 701- 741. (R, AR) 6
6. Himmelmann, Achim, Dirk Schiereck, Marc W. Simpson, and Moritz Zschoche., 2011. 鈥淟ong-term Reactions to Large Stock Price Declines and Increases in the European Stock Market: A Note on Market Efficiency.鈥� Journal of Economics and Finance, 36: 400-423. (R, AR)
7. Grossmann, Axel and Marc W. Simpson, 2011. 鈥淧redictability of the U.S. Dollar Index Using a U.S. Export and Import Price Index-Based Relative PPP Model鈥� Journal of Economics and Finance, 2011 35:417-433. (R, AR)
8. Grossmann, Axel, and Marc W. Simpson, 2010. 鈥淔orecasting the Yen/U.S. Dollar Exchange Rate: Empirical Evidence from a Capital Enhanced PPP-based Model.鈥� Journal of Asian Economics, 21: 476-484. (R, AR)
9. Mietzner, Mark, Dirk Schiereck, and Marc W. Simpson, 2010. 鈥淏arbarians in the Bank? State Fund Investments in the Financial Services Industry.鈥� International Journal of Finance, (R, AR)
10. Simpson, Marc W., and Axel Grossmann, 2010. "Can a Relative Purchasing Power Parity-based Model Outperform a Random Walk in Forecasting Short-term Exchange Rates?" International Journal of Finance and Economics, 16: 375-392. (R, AR)
11. Ramchander, Sanjay, Marc W. Simpson, and James Webb, 2010. 鈥淧olitical Cycles, Partisan Orientation, Gridlock and REIT Returns鈥� Journal of Real Estate Portfolio Management, 15: 115-128. (R, AR)
12. Simpson, Marc W., John Emery, and Jose F. Moreno, 2010. 鈥淥verreaction and Underreaction to REIT Dividend Announcements and the Role of Monetary Policy鈥� Journal of Real Estate Portfolio Management, 15:289-298. (R, AR)
13. Luisa M眉ller, Dirk Schiereck, Marc W. Simpson, and Christian Voigt, 2009. 鈥淒aylight Savings Effect鈥� Journal of Multinational Financial Management, 19: 127- 138. (R, AR)
14. Axel Grossmann, Marc W. Simpson, and Cynthia Brown, 2009 鈥淭he Impact of Deviation from Relative Purchasing Power Parity Equilibrium on US Foreign Direct Investment.鈥� Quarterly Review of Economics and Finance, 49: 521-550. (R, AR)