Axel Grossmann

Georgia Southern University

SCHOLARLY PAPERS

4

DOWNLOADS

331

SSRN CITATIONS

2

CROSSREF CITATIONS

0

Scholarly Papers (4)

The Resurrected Size Effect Still Sleeps in the (Monetary) Winter

Number of pages: 29 Posted: 30 Sep 2022
Marc William Simpson and Axel Grossmann
The John B. and Lillian E. Neff Department of Finance, University of Toledo and Georgia Southern University
Downloads 211 (271,739)

Abstract:

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Size premium, Factor models, Quality, Monetary policy, Liquidity

The Resurrected Size Effect Still Sleeps in the (Monetary) Winter

Number of pages: 29 Posted: 27 Feb 2023
Marc William Simpson and Axel Grossmann
The John B. and Lillian E. Neff Department of Finance, University of Toledo and Georgia Southern University
Downloads 120 (439,580)

Abstract:

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Size premium, Factor models, Quality, monetary policy, Liquidity

2.

A Panel-Regressions Investigation of Exchange Rate Volatility

International Journal of Finance & Economics (Forthcoming)
Posted: 13 Apr 2014 Last Revised: 19 Jul 2014
Axel Grossmann and Alexei G. Orlov
Georgia Southern University and Commodity Futures Trading Commission (CFTC)

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Exchange rate volatility, spectral analysis, high-frequency components of volatility, macroeconomic and policy variables, panel estimation

3.

Exchange Rate Misalignments in Frequency Domain

International Review of Economics and Finance, Vol 24, No. 1, 2012
Posted: 13 Apr 2014
Axel Grossmann and Alexei G. Orlov
Georgia Southern University and Commodity Futures Trading Commission (CFTC)

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Equilibrium exchange rates, Spectral analysis, Plaza Accord, Euro

4.

Conditional Moments of the Distribution of Abnormal Returns, the Cross-Section of Stock Returns, and Monetary Policy

Posted: 03 Apr 2010
Marc William Simpson and Axel Grossmann
The John B. and Lillian E. Neff Department of Finance, University of Toledo and Georgia Southern University

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