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.
"Estimation of the discontinuous leverage effect: Evidence from the NASDAQ order book"
Markus Bibinger and Lars Winkelmann
FORTHCOMING: Journal of Econometrics
"Unconventional monetary policy had large international effects"
Journal of Banking & Finance, March 2015, Vol. 52, pp. 101-111
"Forecasting The Equity Risk Premium: The Role Of Technical Indicators,"
David E. Rapach, Jun Tu, and Guofu Zhou
Management Science, July 2014, Vol. 60, No. 7, pp. 1772-1791
"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, December 1997, Vol. 32, No. 4, pp. 405-426