Christopher J. Neely
Finance · 2000–2014
A researcher in the Science corpus: 9 papers; trusts 24 researchers and is trusted by 25 researchers here, as inferred from the citation graph.
Subfields
- Finance — 95 citations into it; #2,658 of 10,518 by trust here, #1,528 by citations
- Economics and Econometrics — 91 citations into it; #3,256 of 23,481 by trust here, #4,390 by citations
- Management Science and Operations Research — 23 citations into it; #10,171 of 11,946 by trust here, #4,921 by citations
- Accounting — 18 citations into it; #2,483 of 8,970 by trust here, #6,020 by citations
Whom Christopher J. Neely trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
- Halbert White
- Andrew W. Lo
- James H. Stock
- Donald W. K. Andrews
- John Y. Campbell
- Todd E. Clark
- Lukas Menkhoff
- Cheol Park
- Mark P. Taylor
- Ken Kuttner
Who trusts Christopher J. Neely overall
- Lukas Menkhoff
- Andrew C. Szakmary
- K. M. Dominguez
- Mark P. Taylor
- Qian Shen
- Marcel Fratzscher
- Guofu Zhou
- Jiawen Luo
- Michael Sager
- C. Borio
Papers from Christopher J. Neely's perspective
Ordered by how strongly the researchers Christopher J. Neely trusts endorse each paper. Same corpus, a different order for every researcher.
- A Reality Check for Data Snooping
- LARGE SAMPLE PROPERTIES OF GENERALIZED METHOD OF
- Tests for Parameter Instability and Structural Change with Unknown Change Point
- International Business Cycles: World, Region, and Country-Specific Factors
- Tests of Equal Forecast Accuracy and Encompassing for Nested Models
- Monetary policy surprises and interest rates: evidence from the Fed funds futures markets
- A Behavioral Model of Rational Choice
- A Survey of Weak Instruments and Weak Identification in Generalized Method of Moments
- Predicting Excess Stock Returns Out of Sample: Can Anything Beat the Historical Average?
- A survey of market practitioners' views on exchange rate dynamics
Their papers
- The temporal pattern of trading rule returns and exchange rate intervention: intervention does not generate technical trading profits (2002) — 110 citations
- Four stories of quantitative easing (2013) — 364 citations
- The Adaptive Markets Hypothesis: Evidence from the Foreign Exchange Market (2009) — 265 citations
- Intraday Technical Trading in the Foreign Exchange Market (2003) — 155 citations
- An Analysis of Recent Studies of the Effect of Foreign Exchange Intervention (2005) — 208 citations
- Forecasting the Equity Risk Premium: The Role of Technical Indicators (2014) — 955 citations
- International channels of the Fed’s unconventional monetary policy (2013) — 292 citations
- International comovements in inflation rates and country characteristics (2011) — 181 citations
- The Practice of Central Bank Intervention: Looking under the Hood (2000) — 219 citations