Andrew C. Szakmary

Momentum and contrarian strategies in international stock markets: Further evidence

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

Central bank intervention and trading rule profits in foreign exchange markets

Szakmary, Andrew C., Mathur, Ike

Price transmission dynamics between ADRs and their underlying foreign securities

Kim, Minho, Szakmary, Andrew C., Mathur, Ike

Seasonalities and intraday return patterns in the foreign currency futures market

Cornett, Marcia Millon, Schwarz, Thomas V., Szakmary, Andrew C.

An examination of Value Line's long-term projections

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

Unlike previous papers, which have focused on the timeliness ranks, we examine Value Line's 3-5 year projections for stock returns, earnings, sales and related measures. We find that Value Line's...

Testing the Unbiased Forward Rate Hypothesis: Evidence on Unit Roots, Co-Integration, and Stochastic Coefficients

Barnhart, Scott W., Szakmary, Andrew C.

In this paper, we demonstrate that the conflicting results found in the literature of tests of the unbiased forward rate hypothesis (UFRH) depend upon the econometric specification used as well as...