The Low-Risk Effect in Equities: Evidence from Industry Data in an Earlier Time von Conover, C. Mitchell, Farizo, Joseph D., Szakmary, Andrew C.

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Trend-following trading strategies in commodity futures: A re-examination von Szakmary, Andrew C., Shen, Qian, Sharma, Subhash C.

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INDUSTRY MOMENTUM IN AN EARLIER TIME: EVIDENCE FROM THE COWLES DATA von Szakmary, Andrew C., Zhou, Xiwen

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Trend-Following Trading Strategies in U.S. Stocks: A Revisit von Szakmary, Andrew C., Lancaster, M. Carol

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An examination of momentum strategies in commodity futures markets von Shen, Qian, Szakmary, Andrew C., Sharma, Subhash C.

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Price transmission dynamics between ADRs and their underlying foreign securities von Kim, Minho, Szakmary, Andrew C, Mathur, Ike

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Emerging markets: Is the trend still your friend? von Conover, C. Mitchell, Jensen, Gerald R., Johnson, Robert R., Szakmary, Andrew C.

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The predictive power of implied volatility: Evidence from 35 futures markets von Szakmary, Andrew, Ors, Evren, Kyoung Kim, Jin, Davidson, Wallace N

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Central bank intervention and trading rule profits in foreign exchange markets von Szakmary, Andrew C., Mathur, Ike

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An examination of Value Line’s long-term projections von Szakmary, Andrew C., Conover, C. Mitchell, Lancaster, Carol

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The timeliness of accounting disclosures in international security markets von Conover, C. Mitchell, Miller, Robert E., Szakmary, Andrew

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The Disappearing January/Turn of the Year Effect: Evidence From Stock Index Futures and Cash Markets von Szakmary, Andrew C., Kiefer, Dean B.

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Price discovery in petroleum markets: Arbitrage, cointegration, and the time interval of analysis von Schwarz, Thomas V., Szakmary, Andrew C.

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Momentum and contrarian strategies in international stock markets: Further evidence von Shen, Qian, Szakmary, Andrew C., Sharma, Subhash C.

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Seasonalities and intraday return patterns in the foreign currency futures market von Cornett, Marcia Millon, Schwarz, Thomas V., Szakmary, Andrew C.

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Trading costs and price discovery across stock index futures and cash markets von Kim, Minho, Szakmary, Andrew C., Schwarz, Thomas V.

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Testing the Unbiased Forward Rate Hypothesis: Evidence on Unit Roots, Co-Integration, and Stochastic Coefficients von Barnhart, Scott W., Szakmary, Andrew C.

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State Lotteries as a Source of Revenue: A Re-Examination von Szakmary, Andrew C., Szakmary, Carol Matheny

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THE EXPECTATIONS HYPOTHESIS OF THE TERM STRUCTURE IN EUROCURRENCY MARKETS von Mougoué, Mbodja, Szakmary, Andrew C.

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Using implied volatility on options to measure the relation between asset returns and variability von Davidson, Wallace N, Kim, Jin Kyoung, Ors, Evren, Szakmary, Andrew

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