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

9

DOWNLOADS
Rank 33,398

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Top 33,398

in Total Papers Downloads

1,808

SSRN CITATIONS
Rank 37,450

SSRN RANKINGS

Top 37,450

in Total Papers Citations

6

CROSSREF CITATIONS

15

Scholarly Papers (9)

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 1,244 (20,361)
Citation 5

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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 386 (95,858)

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Dividend yield, Investment style, Value stocks

3.

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 174 (214,439)
Citation 2

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monetary policy, FOMC statements, asymmetry, currency futures

Return and Volatility Transmission in U.S. Housing Markets

Real Estate Economics, Vol. 39, Issue 4, pp. 701-741, 2011
Number of pages: 41 Posted: 16 Nov 2011
Hong Miao, Sanjay Ramchander and Marc William Simpson
Colorado State University, Fort Collins - Department of Finance & Real Estate, Colorado State University, Fort Collins - Department of Finance & Real Estate and The John B. and Lillian E. Neff Department of Finance, University of Toledo
Downloads 2 (809,377)
Citation 3
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Return and Volatility Transmission in U.S. Housing Markets

Real Estate Economics, Forthcoming
Posted: 31 Aug 2010 Last Revised: 15 Sep 2011
Hong Miao, Sanjay Ramchander and Marc William Simpson
Colorado State University, Fort Collins - Department of Finance & Real Estate, Colorado State University, Fort Collins - Department of Finance & Real Estate and The John B. and Lillian E. Neff Department of Finance, University of Toledo

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return tranmsission, volatility transmission, Case-Shiller, residential markets, spatial dependencies

5.

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

Financial Review, Vol. 43, Issue 4, pp. 509-541, November 2008
Number of pages: 33 Posted: 16 Oct 2008
Marc William Simpson
The John B. and Lillian E. Neff Department of Finance, University of Toledo
Downloads 2 (774,925)
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6.

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 Radford University

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7.

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

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monetary policy, FOMC statements, asymmetry, currency futures

8.

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

9.

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