The dynamics of exchange rate volatility: A panel VAR approach A Grossmann, I Love, AG Orlov Journal of International Financial Markets, Institutions and Money 33, 1-27, 2014 | 191 | 2014 |
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 | 92 | 2007 |
Inclusion fairness in accounting, finance, and management: An investigation of A-star publications on the ABDC journal list A Grossmann, L Mooney, M Dugan Journal of Business Research 95, 232-241, 2019 | 40 | 2019 |
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 | 35 | 2009 |
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 | 24 | 2011 |
The value of restrictive covenants in the changing bond market dynamics before and after the financial crisis MW Simpson, A Grossmann Journal of Corporate Finance 46, 307-319, 2017 | 18 | 2017 |
Exchange rate misalignments in frequency domain A Grossmann, AG Orlov International Review of Economics & Finance 24, 185-199, 2012 | 18 | 2012 |
A panel‐regressions investigation of exchange rate volatility A Grossmann, AG Orlov International Journal of Finance & Economics 19 (4), 303-326, 2014 | 15 | 2014 |
Forward premium anomaly of the British pound and the euro A Grossmann, AA Lee, MW Simpson International Review of Financial Analysis 34, 140-156, 2014 | 15 | 2014 |
Investigating the PPP hypothesis using constructed US dollar equilibrium exchange rate misalignments over the post-bretton woods period A Grossmann, MW Simpson, T Ozuna Journal of Economics and Finance 38, 235-268, 2014 | 14 | 2014 |
Forecasting the Yen/US Dollar exchange rate: Empirical evidence from a capital enhanced relative PPP-based model A Grossmann, MW Simpson Journal of Asian Economics 21 (5), 476-484, 2010 | 14 | 2010 |
An examination of the forward prediction error of US dollar exchange rates and how they are related to bid-ask spreads, purchasing power parity disequilibria, and forward … MW Simpson, A Grossmann The North American Journal of Economics and Finance 28, 221-238, 2014 | 12 | 2014 |
Expanding a US portfolio internationally: ADRs, their underlying assets, and ETFs A Grossmann, SL Beach Financial Services Review 19 (2), 163, 2010 | 10 | 2010 |
Exchange rate misalignments, capital flows and volatility A Grossmann, AG Orlov The North American Journal of Economics and Finance 60, 101640, 2022 | 9 | 2022 |
Economic policy uncertainty and ADR mispricing A Grossmann, T Ngo Journal of Multinational Financial Management 55, 100627, 2020 | 9 | 2020 |
The impact of exchange rate deviations from relative PPP equilibrium on the US demand for foreign equities A Grossmann, C Paul, MW Simpson Journal of International Money and Finance 77, 57-76, 2017 | 7 | 2017 |
Predictability of the US Dollar Index using a US export and import price index-based relative PPP model A Grossmann, MW Simpson Journal of Economics and Finance 35, 417-433, 2011 | 7 | 2011 |
The impact of productivity adjusted deviations from PPP on the US inbound FDI: Evidence from Japan, UK and Germany A Grossmann, G Soydemir Journal of Economics and Finance 30 (2), 140-154, 2006 | 6 | 2006 |
Cross-country cultural and economic freedom influences on the relationship between economic policy uncertainty and ADR mispricing A Grossmann, T Ngo Research in International Business and Finance 62, 101714, 2022 | 5 | 2022 |
An analysis of finance journal accessibility: Author inclusivity and journal quality A Grossmann, A Lee Journal of Banking & Finance 138, 106427, 2022 | 5 | 2022 |