Details about Axel Grossmann

Access statistics for papers by Axel Grossmann.

Last updated 2024-11-22. Update your information in the RePEc Author Service.

Short-id: pgr252

Journal Articles

2024

1. Societal secrecy and ADR IPOs underpricing
   Journal of Behavioral and Experimental Finance, 2024, 41, (C)
2. The resurrected size effect still sleeps in the (monetary) winter
   International Review of Financial Analysis, 2024, 92, (C)
3. The role of industry membership and monetary policy in generating the size effect
   Journal of Economics and Finance, 2024, 48, (2), 419-436

2023

4. Predictability and forecasting performance of major euro exchange rates using a relative PPP-based equilibrium model
   Research in International Business and Finance, 2023, 66, (C)

2022

5. An analysis of finance journal accessibility: Author inclusivity and journal quality
   Journal of Banking & Finance, 2022, 138, (C) View citations (2)
6. Cross-country cultural and economic freedom influences on the relationship between economic policy uncertainty and ADR mispricing
   Research in International Business and Finance, 2022, 62, (C) View citations (2)
7. Exchange rate misalignments, capital flows and volatility
   The North American Journal of Economics and Finance, 2022, 60, (C) View citations (1)
8. The impact of U.S. dollar movements and U.S. dollar states on non-perishable commodity prices
   Research in International Business and Finance, 2022, 61, (C)

2020

9. Economic policy uncertainty and ADR mispricing
   Journal of Multinational Financial Management, 2020, 55, (C) View citations (5)

2019

10. Inclusion fairness in accounting, finance, and management: An investigation of A-star publications on the ABDC journal list
    Journal of Business Research, 2019, 95, (C), 232-241 View citations (3)

2017

11. An evaluation of the equilibrium value of the euro, its predecessors and their constituent currencies based on economic fundamentals
    Applied Economics, 2017, 49, (33), 3280-3312
12. The asymmetric impact of currency purchasing power imparities on ADR mispricing
    Journal of Multinational Financial Management, 2017, 42-43, 74-94 View citations (1)
13. The impact of exchange rate deviations from relative PPP equilibrium on the U.S. demand for foreign equities
    Journal of International Money and Finance, 2017, 77, (C), 57-76 View citations (3)
14. The value of restrictive covenants in the changing bond market dynamics before and after the financial crisis
    Journal of Corporate Finance, 2017, 46, (C), 307-319 View citations (4)

2016

15. The Role of Industry Effects in Simultaneous Reversal and Momentum Patterns in One-Month Stock Returns
    Journal of Behavioral Finance, 2016, 17, (4), 309-320

2015

16. Bid-ask spreads, deviations from PPP and the forward prediction error: The case of the British pound and the euro
    The Quarterly Review of Economics and Finance, 2015, 55, (C), 124-139 View citations (2)

2014

17. A PANEL‐REGRESSIONS INVESTIGATION OF EXCHANGE RATE VOLATILITY
    International Journal of Finance & Economics, 2014, 19, (4), 303-326 View citations (9)
18. An examination of the forward prediction error of U.S. dollar exchange rates and how they are related to bid-ask spreads, purchasing power parity disequilibria, and forward premium asymmetry
    The North American Journal of Economics and Finance, 2014, 28, (C), 221-238 View citations (8)
19. Euro conversion and return dynamics of European financial markets: a frequency domain approach
    Journal of Economics and Finance, 2014, 38, (1), 1-26 View citations (1)
20. Forward premium anomaly of the British pound and the euro
    International Review of Financial Analysis, 2014, 34, (C), 140-156 View citations (12)
21. Investigating the PPP hypothesis using constructed U.S. dollar equilibrium exchange rate misalignments over the post-bretton woods period
    Journal of Economics and Finance, 2014, 38, (2), 235-268 View citations (4)
22. The dynamics of exchange rate volatility: A panel VAR approach
    Journal of International Financial Markets, Institutions and Money, 2014, 33, (C), 1-27 View citations (58)
23. The equilibrium level and forecasting performance of nominal effective exchange rate indexes using an export and import price-based relative PPP model
    Applied Financial Economics, 2014, 24, (15), 1017-1030 View citations (1)

2012

24. Exchange rate misalignments in frequency domain
    International Review of Economics & Finance, 2012, 24, (C), 185-199 View citations (5)

2011

25. Can a relative purchasing power parity‐based model outperform a random walk in forecasting short‐term exchange rates?
    International Journal of Finance & Economics, 2011, 16, (4), 375-392 View citations (5)
26. Predictability of the U.S. Dollar Index using a U.S. export and import price index-based relative PPP model
    Journal of Economics and Finance, 2011, 35, (4), 417-433 View citations (3)

2010

27. Forecasting exchange rates: Non-linear adjustment and time-varying equilibrium
    Journal of International Financial Markets, Institutions and Money, 2010, 20, (4), 436-450 View citations (1)
28. Forecasting the Yen/U.S. Dollar exchange rate: Empirical evidence from a capital enhanced relative PPP-based model
    Journal of Asian Economics, 2010, 21, (5), 476-484

2009

29. The impact of deviation from relative purchasing power parity equilibrium on U.S. foreign direct investment
    The Quarterly Review of Economics and Finance, 2009, 49, (2), 521-550 View citations (17)

2007

30. ADR mispricing: Do costly arbitrage and consumer sentiment explain the price deviation?
    Journal of International Financial Markets, Institutions and Money, 2007, 17, (4), 361-371 View citations (37)

2006

31. The impact of productivity adjusted deviations from PPP on the U.S. inbound FDI: Evidence from Japan, U.K. and Germany
    Journal of Economics and Finance, 2006, 30, (2), 140-154 View citations (5)