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 email@example.com, 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.
"An Analysis of the Literature on International Unconventional Monetary Policy"
Journal of Economic Literature, June 2022, Vol. 60, No. 2, 8, pp. 527–597
"Estimation of the discontinuous leverage effect: Evidence from the NASDAQ order book"
Markus Bibinger and Lars Winkelmann
Journal of Econometrics, 04/01/2019, Vol. 209, No. 2, pp. 158-184
"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