Follow
paul weller
paul weller
Professor of Finance Emeritus, University of Iowa
Verified email at uiowa.edu
Title
Cited by
Cited by
Year
Is technical analysis in the foreign exchange market profitable? A genetic programming approach
C Neely, P Weller, R Dittmar
Journal of financial and Quantitative Analysis 32 (4), 405-426, 1997
9351997
The adaptive markets hypothesis: evidence from the foreign exchange market
CJ Neely, PA Weller, JM Ulrich
Journal of Financial and Quantitative Analysis 44 (2), 467-488, 2009
3842009
Intraday technical trading in the foreign exchange market
CJ Neely, PA Weller
Journal of International money and finance 22 (2), 223-237, 2003
2502003
Technical trading rules in the European monetary system
CJ Neely, PA Weller
Journal of International Money and Finance 18 (3), 429-458, 1999
1821999
The advantage to hiding one's hand: speculation and central bank intervention in the foreign exchange market
U Bhattacharya, P Weller
Journal of Monetary Economics 39 (2), 251-277, 1997
1801997
Moral hazard and the us stock market: Analysing the ‘greenspan put'
M Miller, P Weller, L Zhang
The Economic Journal 112 (478), C171-C186, 2002
176*2002
Quantifying cognitive biases in analyst earnings forecasts
G Friesen, PA Weller
Journal of financial Markets 9 (4), 333-365, 2006
1702006
Technical analysis and central bank intervention
CJ Neely, PA Weller
Journal of International Money and Finance 20 (7), 949-970, 2001
1662001
Exchange rate bands with price inertia
M Miller, P Weller
The Economic Journal 101 (409), 1380-1399, 1991
1361991
Price trends and patterns in technical analysis: A theoretical and empirical examination
GC Friesen, PA Weller, LM Dunham
Journal of Banking & Finance 33 (6), 1089-1100, 2009
1302009
Technical analysis in the foreign exchange market
CJ Neely, PA Weller
Handbook of exchange rates, 343-373, 2012
1182012
The predictive power of “head-and-shoulders” price patterns in the US stock market
G Savin, P Weller, J Zvingelis
Journal of Financial Econometrics 5 (2), 243-265, 2007
1012007
Lessons from the evolution of foreign exchange trading strategies
CJ Neely, PA Weller
Journal of Banking & Finance 37 (10), 3783-3798, 2013
952013
Predictability in international asset returns: A reexamination
CJ Neely, P Weller
Journal of Financial and Quantitative Analysis 35 (4), 601-620, 2000
832000
Review of the evidence base on faith communities
J Beckford, R Gale, D Owen, C Peach, P Weller
London: Office of the Deputy Prime Minister, 2006
802006
10 Fear of deficit financing-is it rational?
M Miller, R Skidelsky, P Weller
Public debt management: Theory and history, 293, 1990
701990
Currency bands, target zones, and price flexibility
M Miller, P Weller
Staff Papers 38 (1), 184-215, 1991
651991
Predicting exchange rate volatility: genetic programming versus GARCH and RiskMetrics™
CJ Neely, PA Weller
REVIEW-FEDERAL RESERVE BANK OF SAINT LOUIS 84 (3), 43-53, 2002
642002
Exchange rate bands and realignments in a stationary stochastic setting
M Miller, P Weller
631988
Forward exchange, futures trading, and spot price variability: A general equilibrium approach
P Weller, M Yano
Econometrica: Journal of the Econometric Society, 1433-1450, 1987
511987
The system can't perform the operation now. Try again later.
Articles 1–20