Marc William Simpson

The John B. and Lillian E. Neff Department of Finance, University of Toledo

Full Professor and the John B. and Lillian E Neff Endowed Chair

Toledo, OH 43606

United States

SCHOLARLY PAPERS

8

DOWNLOADS
Rank 38,581

SSRN RANKINGS

Top 38,581

in Total Papers Downloads

2,489

SSRN CITATIONS

3

CROSSREF CITATIONS

3

Scholarly Papers (8)

1.

One-Month Individual Stock Return Reversals and Industry Return Momentum

Number of pages: 10 Posted: 22 Aug 2011 Last Revised: 22 Jun 2016
Marc William Simpson, Emiliano Giudici and John T. Emery
The John B. and Lillian E. Neff Department of Finance, University of Toledo, Stephen F. Austin State University - Nelson Rusche College of Business and affiliation not provided to SSRN
Downloads 1,424 (26,323)
Citation 5

Abstract:

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Return Reversals, Industry Momentum, Short-term

2.

What Difference Do Dividends Make?

Financial Analysts Journal, Forthcoming
Number of pages: 33 Posted: 23 Jun 2016 Last Revised: 25 Jun 2016
C. Mitchell Conover, Gerald Jensen and Marc William Simpson
University of Richmond - E. Claiborne Robins School of Business, Creighton University and The John B. and Lillian E. Neff Department of Finance, University of Toledo
Downloads 534 (99,894)

Abstract:

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Dividend yield, Investment style, Value stocks

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 209 (274,690)

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 119 (441,029)

Abstract:

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

4.

US Monetary Policy Surprises and Currency Futures Markets: A New Look

Number of pages: 38 Posted: 05 Feb 2008 Last Revised: 09 Apr 2008
Tao Wang, Jian Yang and Marc William Simpson
City University of New York (CUNY) - Department of Economics, University of Colorado at Denver - Business School and The John B. and Lillian E. Neff Department of Finance, University of Toledo
Downloads 203 (281,743)

Abstract:

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monetary policy, FOMC statements, asymmetry, currency futures

5.

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

Abstract:

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6.

U.S. Monetary Policy Surprises and Currency Futures Markets: A New Look

The Financial Review, Vol. 43, No. 4, November 2008
Posted: 18 Sep 2008
Tao Wang, Jian Yang and Marc William Simpson
City University of New York (CUNY) - Department of Economics, University of Colorado at Denver - Business School and The John B. and Lillian E. Neff Department of Finance, University of Toledo

Abstract:

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monetary policy, FOMC statements, asymmetry, currency futures

7.

The Asymmetric Response of Equity REIT Returns to Inflation

Journal of Real Estate Finance and Economics, Vol. 34, No. 4, 2007
Posted: 11 Jan 2007
Marc William Simpson, Sanjay Ramchander and James R. Webb
The John B. and Lillian E. Neff Department of Finance, University of Toledo, Colorado State University, Fort Collins - Department of Finance & Real Estate and Cleveland State University

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REITs, inflation, asymmetry, pooled estimation

8.

Macroeconomic News and Mortgage Rates

Posted: 19 Jun 2003
Sanjay Ramchander, Marc William Simpson and James R. Webb
Colorado State University, Fort Collins - Department of Finance & Real Estate, The John B. and Lillian E. Neff Department of Finance, University of Toledo and Cleveland State University

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Macroeconomic Announcements, Mortgage Rates, Mortgage Spreads