Christopher J. Neely
Welcome to my web page. I do
empirical research in international finance, with an emphasis on issues of
Please feel free to contact me with comments, questions, or requests for hard
copies of these papers by e-mail firstname.lastname@example.org, phone (314-444-8568),
fax (314-444-8731), or postal mail at the address above. Please include your
name, mailing address, and the title of the paper requested.
"Jumps, Cojumps and Macro Announcements,"
Jérôme Lahaye and Sébastien Laurent
Journal of Applied Econometrics, September/Ocotober 2011, Vol. 26, No. 6, pp. 893-921
"The Adaptive Markets Hypothesis: Evidence from the Foreign Exchange Market,"
Joshua Ulrich and Paul A. Weller
Journal of Financial and Quantitative Analysis, April 2009, Vol. 44, No. 2, pp. 467-488
"The Temporal Pattern of Trading Rule Returns and Central Bank Intervention: Intervention Does Not Generate Technical Trading Rule Profits,"
Journal of International Economics, October 2002, Vol. 58, No. 1, pp. 211-32
"Is Technical Analysis in the Foreign Exchange Market Profitable? A Genetic Programming Approach,"
Robert D. Dittmar and Paul A. Weller
Journal of Financial and Quantitative Analysis, 1997, Vol. 32, No. 4, pp. 405-426