5
H index
3
i10 index
150
Citations
Axel Grossmann : Citation Profile
Georgia Southern University | RESEARCH PRODUCTION: 31 Articles RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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18 years (2006 - 2024). Relations with other researchers
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Axel Grossmann. | Is cited by:
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Main data
Where Axel Grossmann has published?
Recent works citing Axel Grossmann (2025 and 2024)
Year  | Title of citing document |
|---|---|
| 2024 | Thirty years of academic finance. (2024). Bluteau, Keven ; Meghani, Mohammadabbas ; Ardia, David. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:38:y:2024:i:3:p:1008-1042. Full description at Econpapers || Download paper |
| 2024 | High-speed rail and local government financing cost: Evidence from China. (2024). Wei, Xiaokun ; Lv, Dayong ; Ruan, Qingsong. In: Economic Modelling. RePEc:eee:ecmode:v:131:y:2024:i:c:s0264999323004303. Full description at Econpapers || Download paper |
| 2024 | Presidential economic approval rating and global foreign exchange market volatility. (2024). Xu, Weijun ; Li, Xiaodan ; Gong, Xue. In: International Review of Financial Analysis. RePEc:eee:finana:v:96:y:2024:i:pb:s1057521924005167. Full description at Econpapers || Download paper |
| 2024 | FX resilience around the world: Fighting volatile cross-border capital flows. (2024). Liu, Estelle Xue ; Chen, Louisa. In: International Review of Financial Analysis. RePEc:eee:finana:v:96:y:2024:i:pb:s1057521924006859. Full description at Econpapers || Download paper |
| 2024 | Quantile coherency across bonds, commodities, currencies, and equities. (2024). Stenvall, David ; Rahman, Md Lutfur ; Lucey, Brian ; Uddin, Gazi Salah. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:33:y:2024:i:c:s2405851323000697. Full description at Econpapers || Download paper |
| 2024 | Domestic and Global Causes for Exchange Rate Volatility: Evidence From Turkey. (2024). Altun, Omer ; Ozkaya, Ata. In: SAGE Open. RePEc:sae:sagope:v:14:y:2024:i:2:p:21582440241243200. Full description at Econpapers || Download paper |
| 2024 | Effects of foreign direct investment on industrial development in Sub-Saharan Africa: the role of exchange rate misalignment. (2024). Ouedraogo, Idrissa M ; Diarra, Mahamadou ; Zongo, Kirsi. In: Economia e Politica Industriale: Journal of Industrial and Business Economics. RePEc:spr:epolin:v:51:y:2024:i:4:d:10.1007_s40812-024-00314-3. Full description at Econpapers || Download paper |
| 2024 | Immigration, Growth and Unemployment: Panel VAR Evidence From Ε.U. Countries. (2024). Dritsaki, Chaido. In: Journal of the Knowledge Economy. RePEc:spr:jknowl:v:15:y:2024:i:4:d:10.1007_s13132-024-01909-w. Full description at Econpapers || Download paper |
Works by Axel Grossmann:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2010 | Forecasting the Yen/U.S. Dollar exchange rate: Empirical evidence from a capital enhanced relative PPP-based model In: Journal of Asian Economics. [Full Text][Citation analysis] | article | 0 |
| 2024 | Societal secrecy and ADR IPOs underpricing In: Journal of Behavioral and Experimental Finance. [Full Text][Citation analysis] | article | 0 |
| 2017 | The value of restrictive covenants in the changing bond market dynamics before and after the financial crisis In: Journal of Corporate Finance. [Full Text][Citation analysis] | article | 4 |
| 2014 | 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 In: The North American Journal of Economics and Finance. [Full Text][Citation analysis] | article | 5 |
| 2022 | Exchange rate misalignments, capital flows and volatility In: The North American Journal of Economics and Finance. [Full Text][Citation analysis] | article | 1 |
| 2014 | Forward premium anomaly of the British pound and the euro In: International Review of Financial Analysis. [Full Text][Citation analysis] | article | 11 |
| 2024 | The resurrected size effect still sleeps in the (monetary) winter In: International Review of Financial Analysis. [Full Text][Citation analysis] | article | 0 |
| 2007 | ADR mispricing: Do costly arbitrage and consumer sentiment explain the price deviation? In: Journal of International Financial Markets, Institutions and Money. [Full Text][Citation analysis] | article | 33 |
| 2010 | Forecasting exchange rates: Non-linear adjustment and time-varying equilibrium In: Journal of International Financial Markets, Institutions and Money. [Full Text][Citation analysis] | article | 1 |
| 2014 | The dynamics of exchange rate volatility: A panel VAR approach In: Journal of International Financial Markets, Institutions and Money. [Full Text][Citation analysis] | article | 57 |
| 2022 | An analysis of finance journal accessibility: Author inclusivity and journal quality In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 2 |
| 2019 | Inclusion fairness in accounting, finance, and management: An investigation of A-star publications on the ABDC journal list In: Journal of Business Research. [Full Text][Citation analysis] | article | 2 |
| 2017 | The impact of exchange rate deviations from relative PPP equilibrium on the U.S. demand for foreign equities In: Journal of International Money and Finance. [Full Text][Citation analysis] | article | 0 |
| 2017 | The asymmetric impact of currency purchasing power imparities on ADR mispricing In: Journal of Multinational Financial Management. [Full Text][Citation analysis] | article | 0 |
| 2020 | Economic policy uncertainty and ADR mispricing In: Journal of Multinational Financial Management. [Full Text][Citation analysis] | article | 3 |
| 2009 | The impact of deviation from relative purchasing power parity equilibrium on U.S. foreign direct investment In: The Quarterly Review of Economics and Finance. [Full Text][Citation analysis] | article | 7 |
| 2015 | Bid-ask spreads, deviations from PPP and the forward prediction error: The case of the British pound and the euro In: The Quarterly Review of Economics and Finance. [Full Text][Citation analysis] | article | 1 |
| 2012 | Exchange rate misalignments in frequency domain In: International Review of Economics & Finance. [Full Text][Citation analysis] | article | 4 |
| 2022 | The impact of U.S. dollar movements and U.S. dollar states on non-perishable commodity prices In: Research in International Business and Finance. [Full Text][Citation analysis] | article | 1 |
| 2022 | Cross-country cultural and economic freedom influences on the relationship between economic policy uncertainty and ADR mispricing In: Research in International Business and Finance. [Full Text][Citation analysis] | article | 1 |
| 2023 | Predictability and forecasting performance of major euro exchange rates using a relative PPP-based equilibrium model In: Research in International Business and Finance. [Full Text][Citation analysis] | article | 0 |
| 2006 | The impact of productivity adjusted deviations from PPP on the U.S. inbound FDI: Evidence from Japan, U.K. and Germany In: Journal of Economics and Finance. [Full Text][Citation analysis] | article | 5 |
| 2011 | Predictability of the U.S. Dollar Index using a U.S. export and import price index-based relative PPP model In: Journal of Economics and Finance. [Full Text][Citation analysis] | article | 0 |
| 2014 | Euro conversion and return dynamics of European financial markets: a frequency domain approach In: Journal of Economics and Finance. [Full Text][Citation analysis] | article | 1 |
| 2014 | Investigating the PPP hypothesis using constructed U.S. dollar equilibrium exchange rate misalignments over the post-bretton woods period In: Journal of Economics and Finance. [Full Text][Citation analysis] | article | 2 |
| 2024 | The role of industry membership and monetary policy in generating the size effect In: Journal of Economics and Finance. [Full Text][Citation analysis] | article | 0 |
| 2014 | The equilibrium level and forecasting performance of nominal effective exchange rate indexes using an export and import price-based relative PPP model In: Applied Financial Economics. [Full Text][Citation analysis] | article | 0 |
| 2017 | An evaluation of the equilibrium value of the euro, its predecessors and their constituent currencies based on economic fundamentals In: Applied Economics. [Full Text][Citation analysis] | article | 0 |
| 2016 | The Role of Industry Effects in Simultaneous Reversal and Momentum Patterns in One-Month Stock Returns In: Journal of Behavioral Finance. [Full Text][Citation analysis] | article | 0 |
| 2011 | Can a relative purchasing power parity‐based model outperform a random walk in forecasting short‐term exchange rates? In: International Journal of Finance & Economics. [Citation analysis] | article | 0 |
| 2014 | A PANEL‐REGRESSIONS INVESTIGATION OF EXCHANGE RATE VOLATILITY In: International Journal of Finance & Economics. [Full Text][Citation analysis] | article | 9 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated April, 14 2025. Contact: CitEc Team