Andrew C. Szakmary - Publications, H-index & Citations

Andrew C. Szakmary

University of Richmond

17H指数

31论文数

1.7K被引数

收录论文 8

发表时间

The Low-Risk Effect in Equities: Evidence from Industry Data in an Earlier Time

FINANCIAL ANALYSTS JOURNAL

IF2.2

2023-01-31

PREAI

Conover, C. Mitchell; Farizo, Joseph D.; Szakmary, Andrew C.

Trend-following trading strategies in commodity futures: A re-examination

JOURNAL OF BANKING & FINANCE

IF3.8

2010-02-01

146

PREAI

Szakmary, Andrew C.; Shen, Qian; Sharma, Subhash C.

An examination of Value Line's long-term projections 对价值线长期预测的考察

JOURNAL OF BANKING & FINANCE

IF3.8

2008-05-01

PREAI

Szakmary, Andrew C.; Conover, C. Mitchell; Lancaster, Carol

The predictive power of implied volatility: Evidence from 35 futures markets

JOURNAL OF BANKING & FINANCE

IF3.8

2003-11-01

121

PREAI

Szakmary, A; Ors, E; Kim, JK; Davidson, WN

Using implied volatility on options to measure the relation between asset returns, and variability

JOURNAL OF BANKING & FINANCE

IF3.8

2001-07-01

PREAI

Davidson, WN; Kim, JK; Ors, E; Szakmary, A

Price transmission dynamics between ADRs and their underlying foreign securities

JOURNAL OF BANKING & FINANCE

IF3.8

2000-08-01

PREAI

Kim, M; Szakmary, AC; Mathur, I

SEASONALITIES AND INTRADAY RETURN PATTERNS IN THE FOREIGN-CURRENCY FUTURES MARKET

JOURNAL OF BANKING & FINANCE

IF3.8

1995-08-01

PREAI

CORNETT, MM; SCHWARZ, TV; SZAKMARY, AC

TESTING THE UNBIASED FORWARD RATE HYPOTHESIS - EVIDENCE ON UNIT ROOTS, COINTEGRATION, AND STOCHASTIC COEFFICIENTS

JOURNAL OF FINANCIAL AND QUANTITATIVE ANALYSIS

IF2.8

1991-06-01

PREAI

BARNHART, SW; SZAKMARY, AC

研究方向