Axel Grossmann

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Affiliations

• Georgia Southern University / Parker College of Business / Department of Economics
  • EDIRC entry
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Research profile

author of:

• Forecasting the Yen/U.S. Dollar exchange rate: Empirical evidence from a capital enhanced relative PPP-based model (RePEc:eee:asieco:v:21:y:2010:i:5:p:476-484)
  by Grossmann, Axel & Simpson, Marc W.
• Societal secrecy and ADR IPOs underpricing (RePEc:eee:beexfi:v:41:y:2024:i:c:s2214635024000030)
  by Grossmann, Axel & Ngo, Thanh & Simpson, Marc W.
• The value of restrictive covenants in the changing bond market dynamics before and after the financial crisis (RePEc:eee:corfin:v:46:y:2017:i:c:p:307-319)
  by Simpson, Marc W. & Grossmann, Axel
• 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 (RePEc:eee:ecofin:v:28:y:2014:i:c:p:221-238)
  by Simpson, Marc W. & Grossmann, Axel
• Exchange rate misalignments, capital flows and volatility (RePEc:eee:ecofin:v:60:y:2022:i:c:s106294082200002x)
  by Grossmann, Axel & Orlov, Alexei G.
• Forward premium anomaly of the British pound and the euro (RePEc:eee:finana:v:34:y:2014:i:c:p:140-156)
  by Grossmann, Axel & Lee, Allissa A. & Simpson, Marc W.
• The resurrected size effect still sleeps in the (monetary) winter (RePEc:eee:finana:v:92:y:2024:i:c:s1057521924000139)
  by Simpson, Marc W. & Grossmann, Axel
• ADR mispricing: Do costly arbitrage and consumer sentiment explain the price deviation? (RePEc:eee:intfin:v:17:y:2007:i:4:p:361-371)
  by Grossmann, Axel & Ozuna, Teofilo & Simpson, Marc W.
• Forecasting exchange rates: Non-linear adjustment and time-varying equilibrium (RePEc:eee:intfin:v:20:y:2010:i:4:p:436-450)
  by Grossmann, Axel & McMillan, David G.
• The dynamics of exchange rate volatility: A panel VAR approach (RePEc:eee:intfin:v:33:y:2014:i:c:p:1-27)
  by Grossmann, Axel & Love, Inessa & Orlov, Alexei G.
• An analysis of finance journal accessibility: Author inclusivity and journal quality (RePEc:eee:jbfina:v:138:y:2022:i:c:s0378426622000279)
  by Grossmann, Axel & Lee, Allissa
• Inclusion fairness in accounting, finance, and management: An investigation of A-star publications on the ABDC journal list (RePEc:eee:jbrese:v:95:y:2019:i:c:p:232-241)
  by Grossmann, Axel & Mooney, Lowell & Dugan, Michael
• The impact of exchange rate deviations from relative PPP equilibrium on the U.S. demand for foreign equities (RePEc:eee:jimfin:v:77:y:2017:i:c:p:57-76)
  by Grossmann, Axel & Paul, Chris & Simpson, Marc W.
• The asymmetric impact of currency purchasing power imparities on ADR mispricing (RePEc:eee:mulfin:v:42-43:y:2017:i::p:74-94)
  by Grossmann, Axel & Ngo, Thanh & Simpson, Marc W.
• Economic policy uncertainty and ADR mispricing (RePEc:eee:mulfin:v:55:y:2020:i:c:s1042444x20300165)
  by Grossmann, Axel & Ngo, Thanh
• The impact of deviation from relative purchasing power parity equilibrium on U.S. foreign direct investment (RePEc:eee:quaeco:v:49:y:2009:i:2:p:521-550)
  by Grossmann, Axel & Simpson, Marc W. & Brown, Cynthia J.
• Bid-ask spreads, deviations from PPP and the forward prediction error: The case of the British pound and the euro (RePEc:eee:quaeco:v:55:y:2015:i:c:p:124-139)
  by Grossmann, Axel & Simpson, Marc W.
• Exchange rate misalignments in frequency domain (RePEc:eee:reveco:v:24:y:2012:i:c:p:185-199)
  by Grossmann, Axel & Orlov, Alexei G.
• The impact of U.S. dollar movements and U.S. dollar states on non-perishable commodity prices (RePEc:eee:riibaf:v:61:y:2022:i:c:s0275531922000617)
  by Grossmann, Axel & Kim, Jintae
• Cross-country cultural and economic freedom influences on the relationship between economic policy uncertainty and ADR mispricing (RePEc:eee:riibaf:v:62:y:2022:i:c:s0275531922001027)
  by Grossmann, Axel & Ngo, Thanh
• Predictability and forecasting performance of major euro exchange rates using a relative PPP-based equilibrium model (RePEc:eee:riibaf:v:66:y:2023:i:c:s0275531923001617)
  by Grossmann, Axel & Simpson, Marc W.
• The impact of productivity adjusted deviations from PPP on the U.S. inbound FDI: Evidence from Japan, U.K. and Germany (RePEc:spr:jecfin:v:30:y:2006:i:2:p:140-154)
  by Axel Grossmann & Gökçe Soydemir
• Predictability of the U.S. Dollar Index using a U.S. export and import price index-based relative PPP model (RePEc:spr:jecfin:v:35:y:2011:i:4:p:417-433)
  by Axel Grossmann & Marc Simpson
• Euro conversion and return dynamics of European financial markets: a frequency domain approach (RePEc:spr:jecfin:v:38:y:2014:i:1:p:1-26)
  by Axel Grossmann & Emiliano Giudici & Marc Simpson
• Investigating the PPP hypothesis using constructed U.S. dollar equilibrium exchange rate misalignments over the post-bretton woods period (RePEc:spr:jecfin:v:38:y:2014:i:2:p:235-268)
  by Axel Grossmann & Marc Simpson & Teofilo Ozuna
• The role of industry membership and monetary policy in generating the size effect (RePEc:spr:jecfin:v:48:y:2024:i:2:d:10.1007_s12197-023-09658-3)
  by Marc W. Simpson & Axel Grossmann
• Unknown item RePEc:taf:apfiec:v:24:y:2014:i:15:p:1017-1030 (article)
• An evaluation of the equilibrium value of the euro, its predecessors and their constituent currencies based on economic fundamentals (RePEc:taf:applec:v:49:y:2017:i:33:p:3280-3312)
  by Axel Grossmann & Chris Paul & Marc W. Simpson
• The Role of Industry Effects in Simultaneous Reversal and Momentum Patterns in One-Month Stock Returns (RePEc:taf:hbhfxx:v:17:y:2016:i:4:p:309-320)
  by Marc W. Simpson & Axel Grossman
• Can a relative purchasing power parity‐based model outperform a random walk in forecasting short‐term exchange rates? (RePEc:wly:ijfiec:v:16:y:2011:i:4:p:375-392)
  by Marc W. Simpson & Axel Grossmann
• A Panel‐Regressions Investigation Of Exchange Rate Volatility (RePEc:wly:ijfiec:v:19:y:2014:i:4:p:303-326)
  by Axel Grossmann & Alexei G. Orlov