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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

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

Long-term reactions to large stock price declines and increases in the European stock market : a note on market efficiency

Himmelmann, Achim; Schiereck, Dirk; Simpson, Marc W.; … - In: Journal of economics and finance 36 (2012) 2, pp. 400-423

Persistent link: https://www.econbiz.de/10009581874

One-Month Individual Stock Return Reversals and Industry Return Momentum

Simpson, Marc William - 2016

There is a large stream of literature that documents one-month return reversal patterns for individual stocks. Some studies term this reversal pattern overreaction, while others simply skip one-month returns in order to examine longer term momentum patterns in stocks. At the same time, the...

Persistent link: https://www.econbiz.de/10013008541

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

The asymmetric impact of currency purchasing power imparities on ADR mispricing

Grossmann, Axel; Ngo, Thanh; Simpson, Marc W. - In: Journal of multinational financial management 42/43 (2017), pp. 74-94

Persistent link: https://www.econbiz.de/10011927905

Societal secrecy and ADR IPOs underpricing

Grossmann, Axel; Ngo, Thanh; Simpson, Marc W. - In: Journal of behavioral and experimental finance 41 (2024), pp. 1-13

Persistent link: https://www.econbiz.de/10014525946

Jumps in credit default swap spreads and stock returns

Trutwein, Patrick Alfred; Ramchander, Sanjay; … - In: The journal of fixed income 20 (2010/11) 3, pp. 56-70

Persistent link: https://www.econbiz.de/10008858609

The informational relevance of corporate social responsibility : evidence from DS400 index reconstitutions

Ramchander, Sanjay; Schwebach, Robert G.; Staking, Kim B. - In: Strategic management journal 33 (2012) 3, pp. 303-314

Persistent link: https://www.econbiz.de/10009488149

Jumps in oil prices : the role of economic news

Elder, John; Miao, Hong; Ramchander, Sanjay - In: The energy journal 34 (2013) 3, pp. 217-237

Persistent link: https://www.econbiz.de/10009771858