Paul A. Weller

University of Iowa - Department of Finance

John F. Murray Professor of Finance

Iowa City, IA 52242-1000

United States

SCHOLARLY PAPERS

18

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CITATIONS
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244

Scholarly Papers (18)

1.

Technical Analysis in the Foreign Exchange Market

Federal Reserve Bank of St. Louis Working Paper No. 2011-001B
Number of pages: 41 Posted: 05 Jan 2011 Last Revised: 26 Jul 2011
Christopher J. Neely and Paul A. Weller
Federal Reserve Bank of St. Louis - Research Division and University of Iowa - Department of Finance
Downloads 1,224 (8,359)
Citation 76

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Exchange Rate, Technical Analysis, Technical Trading, Intervention, Efficient Markets Hypothesis, Adaptive Markets Hypothesis

2.

Price Trends and Patterns in Technical Analysis: A Theoretical and Empirical Examination

Number of pages: 47 Posted: 20 Mar 2007
Paul A. Weller, Geoffrey C. Friesen and Lee M. Dunham
University of Iowa - Department of Finance, University of Nebraska at Lincoln - Department of Finance and Creighton University - College of Business Administration
Downloads 1,160 (13,203)
Citation 7

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Technical Analysis, Trading Rules, Equity Jumps, Momentum, Confirmatory Bias

Quantifying Cognitive Biases in Analyst Earnings Forecasts

Number of pages: 55 Posted: 03 Feb 2003
Geoffrey C. Friesen and Paul A. Weller
University of Nebraska at Lincoln - Department of Finance and University of Iowa - Department of Finance
Downloads 566 (41,828)
Citation 18

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Quantifying Cognitive Biases in Analyst Earnings Forecasts

Journal of Financial Markets, Forthcoming
Number of pages: 46 Posted: 14 Dec 2005
Geoffrey C. Friesen and Paul A. Weller
University of Nebraska at Lincoln - Department of Finance and University of Iowa - Department of Finance
Downloads 399 (65,017)
Citation 18

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Cognitive Biases, Behavioral Finance, Overconfidence, Analyst Forecasts, Information Content

4.

Intraday Technical Trading in the Foreign Exchange Market

Federal Reserve Bank of St. Louis Working Paper No. 99-016A
Number of pages: 31 Posted: 05 Nov 1999
Christopher J. Neely and Paul A. Weller
Federal Reserve Bank of St. Louis - Research Division and University of Iowa - Department of Finance
Downloads 711 (27,834)
Citation 26

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Lessons from the Evolution of Foreign Exchange Trading Strategies

Midwest Finance Association 2012 Annual Meetings Paper
Number of pages: 35 Posted: 15 Sep 2011
Christopher J. Neely and Paul A. Weller
Federal Reserve Bank of St. Louis - Research Division and University of Iowa - Department of Finance
Downloads 464 (53,968)

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exchange rate, technical analysis, technical trading, efficient markets hypothesis, adaptive markets hypothesis

Lessons from the Evolution of Foreign Exchange Trading Strategies

Federal Reserve Bank of St. Louis Working Paper No. 2011-021D
Number of pages: 46 Posted: 24 Sep 2011 Last Revised: 11 Apr 2013
Christopher J. Neely and Paul A. Weller
Federal Reserve Bank of St. Louis - Research Division and University of Iowa - Department of Finance
Downloads 195 (140,675)

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Exchange rate, Technical analysis, Technical trading, Carry trade, Efficient markets hypothesis, Adaptive markets hypothesis

The Adaptive Markets Hypothesis: Evidence from the Foreign Exchange Market

FRB of St. Louis Working Paper No. 2006-046B
Number of pages: 52 Posted: 08 Aug 2006
Christopher J. Neely, Paul A. Weller and Joshua Ulrich
Federal Reserve Bank of St. Louis - Research Division, University of Iowa - Department of Finance and affiliation not provided to SSRN
Downloads 601 (38,646)
Citation 20

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technical analysis, foreign exchange, structural break, market efficiency, adaptive markets hypothesis

The Adaptive Markets Hypothesis: Evidence from the Foreign Exchange Market

Journal of Financial and Quantitative Analysis, Vol. 44, April 2009
Posted: 18 May 2009
Christopher J. Neely, Paul A. Weller and Joshua Ulrich
Federal Reserve Bank of St. Louis - Research Division, University of Iowa - Department of Finance and affiliation not provided to SSRN

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technical analysis, foreign exchange, structural break, market efficiency, adaptive markets hypothesis

7.
Downloads 489 ( 51,058)
Citation 22

Technical Analysis and Central Bank Intervention

FRB of St. Louis Working Paper No. 97-002C
Number of pages: 33 Posted: 25 Sep 2000
Christopher J. Neely and Paul A. Weller
Federal Reserve Bank of St. Louis - Research Division and University of Iowa - Department of Finance
Downloads 489 (50,494)
Citation 22

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Technical trading rules, genetic programming, exchange rates, central bank intervention

Technical Analysis and Central Bank Intervention

Journal of International Money and Finance
Posted: 05 Jan 2001
Christopher J. Neely and Paul A. Weller
Federal Reserve Bank of St. Louis - Research Division and University of Iowa - Department of Finance

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Technical trading rules, genetic programming, exchange rates, central bank intervention

Technical Trading Rules in the European Monetary System

Working Paper No. 97-015c
Number of pages: 45 Posted: 21 Dec 1998
Christopher J. Neely and Paul A. Weller
Federal Reserve Bank of St. Louis - Research Division and University of Iowa - Department of Finance
Downloads 370 (71,040)
Citation 21

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Technical Trading Rules in the European Monetary System

Journal of International Money and Finance, June 1999, pp.429-58
Posted: 22 Dec 1998
Christopher J. Neely and Paul A. Weller
Federal Reserve Bank of St. Louis - Research Division and University of Iowa - Department of Finance

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Predictability in International Asset Returns: A Reexamination

FRB of St. Louis Working Paper No. 97-010D
Number of pages: 40 Posted: 25 Sep 2000
Christopher J. Neely and Paul A. Weller
Federal Reserve Bank of St. Louis - Research Division and University of Iowa - Department of Finance
Downloads 229 (120,254)
Citation 11

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Vector autoregression, asset price, exchange rate, forecasting

Predictability in International Asset Returns: A Reexamination

Journal of Financial and Quantitative Analysis, Vol. 35, No. 4, December 2000
Posted: 05 Jan 2001
Christopher J. Neely and Paul A. Weller
Federal Reserve Bank of St. Louis - Research Division and University of Iowa - Department of Finance

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Vector autoregression, asset price, exchange rate, forecasting

10.

Moral Hazard and the U.S. Stock Market: Analyzing the 'Greenspan Put'?

Institute for International Economics Working Paper No. 02-01
Number of pages: 21 Posted: 16 Feb 2002
Marcus H. Miller, Paul A. Weller and Lei Zhang
University of Warwick - Department of Economics, University of Iowa - Department of Finance and University of Warwick - Department of Economics
Downloads 228 (115,695)
Citation 14

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Moral Hazard and the Us Stock Market: Analysing the 'Greenspan Put'

Number of pages: 26 Posted: 20 Oct 2001
Marcus H. Miller, Paul A. Weller and Lei Zhang
University of Warwick - Department of Economics, University of Iowa - Department of Finance and University of Warwick - Department of Economics
Downloads 190 (144,213)
Citation 14

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Asset bubble, Monetary policy, Greenspan put, Risk premium

Moral Hazard and the Us Stock Market: Analysing the 'Greenspan Put'

Economic Journal, Vol. 112, pp. C171-C186, 2002
Number of pages: 16 Posted: 20 Nov 2002
Marcus H. Miller, Paul A. Weller and Lei Zhang
University of Warwick - Department of Economics, University of Iowa - Department of Finance and University of Warwick - Department of Economics
Downloads 33 (424,711)
Citation 14
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12.

Central Bank Intervention With Limited Arbitrage

FRB of St. Louis Working Paper No. 2006-033B
Number of pages: 27 Posted: 16 May 2006
Christopher J. Neely and Paul A. Weller
Federal Reserve Bank of St. Louis - Research Division and University of Iowa - Department of Finance
Downloads 66 (305,201)

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Intervention, foreign exchange, limits to arbitrage, arbitrage, noise trader

13.

Moral Hazard and the Us Stock Market: The Idea of a 'Greenspan Put'

CEPR Discussion Paper No. 3041
Number of pages: 30 Posted: 25 Nov 2001
Marcus H. Miller, Paul A. Weller and Lei Zhang
University of Warwick - Department of Economics, University of Iowa - Department of Finance and University of Warwick - Department of Economics
Downloads 27 (441,327)
Citation 15
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Asset bubble, monetary policy, Greenspan put, risk premium

14.

The Predictive Power of Head-and-Shoulders Price Patterns in the U.S. Stock Market

Journal of Financial Econometrics, Vol. 5, Issue 2, pp. 243-265, 2007
Posted: 16 Jun 2008
N. Eugene Savin, Paul A. Weller and Janis Zvingelis
University of Iowa - Henry B. Tippie College of Business - Department of Economics, University of Iowa - Department of Finance and Mesirow Financial Investment Management

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kernel regression, stock prices, technical analysis

15.

The Predictive Power of 'Head-and-Shoulders' Price Patterns in the U.S. Stock Market

Journal of Financial Econometrics, Vol. 5, No. 2, pp. 243-265, 2007
Posted: 18 Apr 2007
N. Eugene Savin, Paul A. Weller and Janis Zvingelis
University of Iowa - Henry B. Tippie College of Business - Department of Economics, University of Iowa - Department of Finance and Mesirow Financial Investment Management

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kernel regression, stock prices, technical analysis

16.

Stochastic Saddlepoint Systems, Stabilization Policy and the Stock Market

JOURNAL OF ECONOMIC DYNAMICS AND CONTROL, 19, 1995
Posted: 04 May 2000
Marcus H. Miller and Paul A. Weller
University of Warwick - Department of Economics and University of Iowa - Department of Finance

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17.

The Advantage to Hiding One's Hand: Speculation and Central Bank Intervention in the Foreign Exchange Market

JOURNAL OF MONETARY ECONOMICS, August 1997
Posted: 25 Nov 1996
Utpal Bhattacharya and Paul A. Weller
Hong Kong University of Science & Technology (HKUST) - HKUST School of Business and Management and University of Iowa - Department of Finance

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18.

Is Technical Analysis in the Foreign Exchange Market Profitable?: A Genetic Programming Approach

Posted: 20 Nov 1996
Christopher J. Neely, Paul A. Weller and Robert Dittmar
Federal Reserve Bank of St. Louis - Research Division, University of Iowa - Department of Finance and Citigroup, Inc. - CitiMortgage

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