Return and volatility transmission in US housing markets H Miao, S Ramchander, MW Simpson Real Estate Economics 39 (4), 701-741, 2011 | 111 | 2011 |
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 | 94 | 2005 |
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 | 88 | 2007 |
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 | 80 | 2007 |
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 | 78 | 2001 |
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 | 52 | 2004 |
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 | 44 | 2005 |
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 | 40 | 2006 |
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 | 38 | 2008 |
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 | 36 | 2012 |
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 | 32 | 2009 |
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 | 32 | 2002 |
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 | 31 | 2004 |
Macroeconomic news and mortgage rates S Ramchander, MW Simpson, JR Webb The Journal of Real Estate Finance and Economics 27, 355-377, 2003 | 31 | 2003 |
Daylight saving effect L Müller, D Schiereck, MW Simpson, C Voigt Journal of Multinational Financial Management 19 (2), 127-138, 2009 | 30 | 2009 |
Predicting foreign exchange directional moves: can simple fundamentals help? MR Morey, MW Simpson Journal of Investing 10 (1), 43-52, 2001 | 25 | 2001 |
What difference do dividends make? CM Conover, GR Jensen, MW Simpson Financial Analysts Journal 72 (6), 28-40, 2016 | 22 | 2016 |
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 | 21 | 2011 |
Selectively hedging the Euro MW Simpson, A Dania Journal of Multinational Financial Management 16 (1), 27-42, 2006 | 20 | 2006 |
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 | 19 | 2003 |