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Best Forex trading book

Written by Wayne McDonell, the Chief Currency Coach at FX Bootcamp, this book shows readers how to successfully trade the Forex market on their own. FX Bootcamp's Guide to Strategic and Tactical Forex Trading skillfully explains how to combine popular technical indicators to formulate a comprehensive market strategy. Readers will then learn how to focus on using this information to create a tactical trading plan--one that will help them pull the trigger to get in and out of a trade. Along the way, McDonell takes the time to discuss the various challenges a Forex trader faces, such as greed, fear, loss, and isolation. As a Forex trader and educator of traders, Wayne McDonell knows what it takes to make it in the competitive world of Forex. And with FX Bootcamp's Guide to Strategic and Tactical Forex Trading he shows readers how.

Wayne really hits the mark with this book. It's a basic summary of the method he teaches at fxbootcamp. Not only does he cover the technical and fundamental aspects that a successful Forex trader needs to know, but he covers the other all important topics too, like risk analysis, trade plans & journals, trade reviews and having the right mindset to be a successful trader. All with no Fluff!

I found Wayne's book really helped me trade according to MY rules, not the markets rules. This meant that when I trade, it's become a lot of fun again. Now I am trading in one night, profit wise, what I used to trade in one month.

If you want to get a clear sense of what is in this book, have a look at his videos on FXStreet blogs called "2 Hour Video: Strategic & Tactical FOREX Trading". blogs. fxstreet/fxbootcamp/2008/03/12/2-hour-video-strategic-tactical-forex-trading

I recommend this book to anyone who feels there is room to improve in their Forex trading, or is looking for a reliable, simple system to follow. The method outline in Wayne's book won't give you every pip in a market's movements, but it will provide you with a large portion of them, in a conservative manner.

I also recommend this book to new FX Bootcampers, as it will help them come up to speed quickly, with the method Wayne teachers at FX Bootcamp.

In response to Jeff Marsick's review (RE - Good But Poorly Edited), I agree that this book could have done with more editting. In regards to Wayne's MACD settings of 21, 55, 8, this is in fact correct. One of the things with Wayne's method is that he uses a slowed down MACD oscillator to guage MARKET speed (medium term price action) and a sped up Stochastics oscillator to measure PRICE momentum (short term price action). This is covered in the above mentioned webinar video at around 18 minutes into it.

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In my previous post, we identified the Forex news reports that are trade worthy. Knowing what the tradable news items are is one thing, but knowing how to trade these news releases is another.

With this at the back of our minds, I would like to share with you two highly profitable Forex news strategies that I have used with great success over several years. Both are highly profitable and can be mastered in a short time.

Forex News Trading Strategy 1 – John Wayne

Let’s say you want to trade the next Retail Sales reports and plan to use EURUSD for the trade. Forecast is for a 0.2% increase in retail sales. It is the usual practice to use triggers for the trade. Triggers have to have enough deviation from the consensus numbers to match the required volatility that would make the news item worth trading. For the retails sales, a trigger number of 0.1% is sufficient.

It is essential to know your trigger numbers before the actual numbers are released. This helps you decide faster if the news release is tradable or not.

Step by step:

Get the forecast numbers and the trigger numbers on the buy and sell side. If you don’t know where to get them, download FxPulse. It’s free and displays the forecast all needed numbers directly on your chart.

Write both numbers down.

When the news comes out, place your trade immediately if your trigger numbers allow you to do so. Personally I use the 20% rule.

Shortly before the news comes out (30-40 seconds) open the order window and set max deviation to five Pips. Sure, slippage is an unwanted side effect from news trading but as the market moves fast during news releases, it is something we need to live with.

If you are doing it right, your news trades will look like on the screenshot below:

Although it sounds very easy (Like taking a candy from a little child. BTWthat’s something you should not do) it will take some practice to master the “John Wayne” news trading strategy.

When you just start with it, use a demo account, and once you feel ready for “lice action” use small lot size for the first 10-15 news trades.

Forex News Trading Strategy 2 – Straddle Trading

The straddle trading strategy is just as the name suggests; you are placing two pending orders (Sell Stop and Buy Stop) on both sides of the divide, effectively straddling the market price. The buy order should be placed 20-25 pips above the actual price, the sell order 20-25 pips below. If your broker supports one cancels the other (OCO) orders, please use this type of order for the straddle trade.

When the actual number from the news comes out, one order will be executed while the other order will be canceled. The straddle strategy works well in most cases.

The problem usually arises with the timing of the placement of the orders. There have been cases when extreme volatility caused choppy price swings to trigger both trades. As such, the Forex straddle strategy is not recommended for high impact volatile news releases like the NFP.

Step by step:

1) Shortly before the news is released, place a Buy Stop and Sell Stop orders (OCO if supported by your broker) 20-25 pips away from the market price. SL for the buy order should be the price from the sell order and visa verse.

2) When the news is released and the market starts to moves in one direction you have not much to do. Just close the other pending order manually and enjoy the ride and make sure you get the most profit out from the trade.

Tip: There are several expert advisors available what places trades automatically before the news comes out. Commercial and free versions. If you are interested in a straddle Expert Advisor, I recommend to stay away from the commercial versions. They are basically nothing else then copies from free versions you can find in several Forex forums.

If it really this easy to trade the news, why do many traders fail at it?

The main issue is that currency traders need to understand that different news items respond in different ways, and as a trader, you will have to understand how and why this happens, then practice and do your homework.

Trade the news only with a broker what offers STP or DMA, be disciplined and don’t expect to become a professional news trader within a few days. Don’t be greedy and start with small lot sizes (0.01 or 0.10). You can go a step further by getting your news in real time using FX Pulse, which is just perfect for news trading and 100% free. You can download FX Pulse here .

Happy News Trading!

P. S.: Some comments please!

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Campbell rharvey sresearch papers

Campbell rharvey sresearch papersCampbell R. Harvey's Research Papers

Phone . +1 919 660 7768

PGP . E004 4F24 1FBC 6A4A CF31 D520 0F43 AE4D D2B8 4EF4

Recovering Expectations of Consumption Growth from an Equilibrium Model of the Term Structure of Interest Rates. University of Chicago, December 1986. Chair: Eugene F. Fama (Nobel 2013 ). Committee Members: Wayne E. Ferson, Robert Stambaugh, Merton H. Miller (Nobel 1990 ), Shmuel Kandel and Lars P. Hansen (Nobel 2013 ).

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Convocation Program.

Picture with dissertation chair, Eugene F. Fama, May 2014.

Publications

The Real Term Structure and Consumption Growth, Journal of Financial Economics 22, (1988): 305-333. (P1)

Published version. DOI.

Google scholar citations

Forecasts of Economic Growth from the Bond and Stock Markets, Financial Analysts Journal September/October, 1989): 38-45. (P2)

Published version. DOI.

Google scholar citations

Time-Varying Conditional Covariances in Tests of Asset Pricing Models, Journal of Financial Economics 24, (1989): 289-317. (P3)

Published version. DOI.

Google scholar citations

Bayesian Inference in Asset Pricing Tests, with Guofu Zhou, Journal of Financial Economics 26, (1990): 221-254. (P4)

Published version. DOI.

Google scholar citations

Reprinted in Andrew Lo, (ed.) Financial Econometrics. Edward Elgar, 2006.

The Variation of Economic Risk Premiums, with Wayne Ferson, Journal of Political Economy 99, (1991): 285-315. (P5)

Published version. DOI.

Google scholar citations

The Term Structure and World Economic Growth, Journal of Fixed Income 1, (1991): 4-17. (P6)

Published version. DOI.

Google scholar citations

Sources of Predictability in Portfolio Returns, with Wayne Ferson, Financial Analysts Journal May/June, (1991): 49-56. (P7)

Published version. DOI.

Google scholar citations

Les Taux d'Intérêt et la Croissance Economique en France, Analyse Financière 86, (1991): 97-103. (P8)

Published version .

SP 100 Index Option Volatility, with Robert Whaley, Journal of Finance 46, (1991): 1551-1561. (P9)

Published version. DOI.

Google scholar citations

The World Price of Covariance Risk, Journal of Finance 46, (1991): 111-157. (P10)

Published version. DOI.

Google scholar citations

Reprinted in G. Andrew Karolyi and Rene M. Stulz, (eds.) International Capital Markets. Edward Elgar, 2003.

Volatility in the Foreign Currency Futures Market, with Roger Huang, Review of Financial Studies 4, (1991): 543-569. (P11)

Published version. DOI.

Google scholar citations

Interest Rate Based Forecasts of German Economic Growth, Weltwirtschaftliches Archiv 127, (1991): 701-718. (P12)

Published version. DOI.

Google scholar citations

Dividends and SP 100 Index Option Valuation, with Robert Whaley, Journal of Futures Markets 12, (1992): 123-137. (P13)

Published version. DOI.

Google scholar citations

Information and Volatility in the FX Market, with Roger Huang, Finanzmarkt und Portfolio Management 6, (1992): 14-22. (P14)

Published version .

Market Volatility Prediction and the Efficiency of the SP 100 Index Option Market, with Robert Whaley, Journal of Financial Economics 31, (1992): 43-73. (P16)

Published version. DOI.

Google scholar citations

Explaining the Predictability in Asset Returns, with Wayne Ferson, Research in Finance 11, (1993): 65-106. (P17)

Published version .

The Term Structure Forecasts Economic Growth, Financial Analysts Journal May/June, (1993): 6-8. (P18)

Published version. DOI.

Google scholar citations

Seasonality and Heteroskedasticity in Consumption-Based Asset Pricing: An Analysis of Linear Models, with Wayne Ferson, Research in Finance 11, (1993): 1-35. (P19)

Published version.

Updated not-seasonally adjusted consumption data available here.

International Asset Pricing with Alternative Distributional Specifications, with Guofu Zhou, Journal of Empirical Finance 1, (1993): 107-131. (P20)

Published version. DOI.

Google scholar citations

The Risk and Predictability of International Equity Returns, with Wayne Ferson, Review of Financial Studies 6, (1993): 527-566. (P21)

Published version. DOI.

Google scholar citations

Reprinted in G. Andrew Karolyi and Rene M. Stulz, (eds.) International Capital Markets. Edward Elgar, 2003.

Strategic Treasury Debt Management in Public Policy, Policy Studies Review 12, (1993): 76-89. (P22)

Published version. DOI .

National Risk and Global Fixed Income Allocation, with Claude Erb and Tadas Viskanta, Journal of Fixed Income September, (1994): 17--26. (P23)

Published version. DOI .

Sources of Risk and Expected Returns in Global Equity Markets, with Wayne Ferson, Journal of Banking and Finance. (1994): 775-803. (P24)

Published version. DOI.

Also published as NBER working paper 4622.

Google scholar citations

Economic Activity Measures in Nonlinear Asset Pricing, Advances in Financial Economics. (1995): 123-154. (P25)

Published version .

Country Credit Risk and Global Portfolio Selection, with Claude Erb and Tadas Viskanta, Journal of Portfolio Management Winter, (1995): 74-83. (P26)

Published version. DOI.

Google scholar citations

Forecasting International Equity Correlations, with Claude Erb and Tadas Viskanta, Financial Analysts Journal November/December, (1994): 32-45. (P27)

Published version. DOI.

Google scholar citations

Do World Markets Still Serve as a Hedge?, with Claude Erb and Tadas Viskanta, Journal of Investing Fall, (1995): 23-46. (P28)

Published version. DOI .

The Cross-Section of Volatility and Autocorrelation in Emerging Markets Finanzmarkt und Portfolio Management 9, (1995): 12-34. (P29)

Published version.

Google scholar citations

The Risk Exposure of Emerging Equity Markets, World Bank Economic Review. (1995): 19-50. (P30)

Published version. DOI.

Google scholar citations

Predictability and Time-Varying Risk in World Equity Markets, with Wayne Ferson, Research in Finance 13, (1995): 25-88. (P31)

Published version .

Predictable Risk and Returns in Emerging Markets, Review of Financial Studies 8, (1995): 773-816. (P32)

Published version. DOI.

Also published as NBER working paper 4621.

Google scholar citations

Time-Varying World Market Integration, with Geert Bekaert, Journal of Finance 50, (1995): 403-444. (P33) [Lead Article]

Published version. DOI.

Also published as NBER working paper 4843.

Google scholar citations

Reprinted in G. Andrew Karolyi and Rene M. Stulz, (eds.) International Capital Markets. Edward Elgar, 2003.

Inflation and World Equity Selection, with Claude Erb and Tadas Viskanta, Financial Analysts Journal November-December, (1995): 28-42. (P34)

Published version. DOI.

Google scholar citations

Also in Japanese, Security Analysts Journal Part I, October, (1996): 45-61; Part II, November, (1996): 84-90. (P34J)

The Relation Between the Term Structure of Interest Rates and Canadian Economic Growth, Canadian Journal of Economics 30:1, (1997): 169-193. (P35)

Published version. DOI.

Google scholar citations

Expected Returns and Volatility in 135 Countries with Claude Erb and Tadas Viskanta, Journal of Portfolio Management Spring, (1996): 46-58. (P36)

Published version. DOI.

Google scholar citations

Market Timing Ability and Volatility Implied in Investment Newsletters' Asset Allocation Recommendations, with John Graham, Journal of Financial Economics 42, 3, (1996): 397-421. (P37)

Published version. DOI.

Also published as NBER working paper 4890.

Google scholar citations

Political Risk, Financial Risk and Economic Risk, with Claude Erb and Tadas Viskanta, Financial Analysts Journal 52:6, (1996): 28-46. (P38) [prev. W23]

Published version. DOI.

Google scholar citations

Also in Japanese, Security Analysts Journal (1998):1 Part I, 109-119; (1998): Part II, 84-95 (1998). (P38J)

The Influence of Political, Economic and Financial Risk on Expected Fixed Income Returns, with Claude Erb and Tadas Viskanta, Journal of Fixed Income 6:1, (1996): 7-30. (P39) [prev. W24] [Lead Article]

Published version. DOI

Emerging Equity Market Volatility, with Geert Bekaert, Journal of Financial Economics 43, 1, (1997): 29-77. (P40) [prev. W14]

Published version. DOI.

Also published as NBER working paper 5307.

Google scholar citations

Demographics and International Investment, with Claude Erb and Tadas Viskanta, Financial Analysts Journal 53, 4, (1997): 14-28.(P41)[prev. W27]

Published version. DOI.

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Fundamental Determinants of International Equity Returns: A Perspective on Conditional Asset Pricing, with Wayne Ferson, Journal of Banking and Finance 21, (1997): 1625-1665. (P42)[prev. W7]

View PDF of last working paper version, 4.2mb. Published version. DOI.

Also published as NBER working paper 5860.

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The Making of an Emerging Market, with Claude Erb and Tadas Viskanta, Emerging Markets Quarterly 1, 1, (1997) 14-19. (P43)

Published version .

Grading the Performance of Market Timing Newsletters, with John Graham, Financial Analysts Journal 53, 6, (1997): 54-66. (P44)[prev. W26]

Published version. DOI.

Google scholar citations

What Matters for Emerging Market Investment, with Geert Bekaert, Claude B. Erb and Tadas E. Viskanta, Emerging Markets Quarterly 1, 2, (1997): 17-46. (P45)

Published version.

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Distributional Characteristics of Emerging Market Returns and Asset Allocation, with Geert Bekaert, Claude B. Erb and Tadas E. Viskanta, Journal of Portfolio Management Winter, (1998): 102-116. (P46)

Published version. DOI.

Google scholar citations

Measurement Error and Nonlinearity in the Earnings-Returns Relation, with Messod Beneish, Review of Quantitative Finance and Accounting 11, (1998): 219-247. (P47) [prev. W4] [Lead Article]

Published version. DOI .

Emerging/Developed Market Portfolio Mixes, with Stefano M. F. G. Cavaglia, Magnus Dahlquist, Peter L. Rathjens and Jarrod W. Wilcox. Emerging Markets Quarterly Winter, (1997): 47-62. (P48) [prev. W29]

Published version .

The Future of Investment in Emerging Markets NBER Reporter Summer, (1998): 5-8. (P49)

Published version .

Risk in Emerging Markets with Claude B. Erb and Tadas E. Viskanta, The Financial Survey July/August, (1998): 42-46. (P50) [prev. W41]

Published version .

Contagion and Risk with Claude Erb and Tadas Viskanta, in Emerging Markets Quarterly 2, Summer, (1998): 46-64. (P51) [prev. W42]

Published version .

A New Perspective on Emerging Market Bonds, with Claude Erb and Tadas Viskanta, Journal of Portfolio Management (1999): 83-92. (P52) [prev. W36]

Published version. DOI .

Stock Selection in Emerging Markets: Portfolio Strategies for Malaysia, Mexico and South Africa with Dana Achour, Greg Hopkins and Clive Lang, Emerging Markets Quarterly Winter, (1999): 38-91. (P53)

Published version .

Autoregressive Conditional Skewness, with Akhtar Siddique, Journal of Financial and Quantitative Analysis 34, 4, (1999): 465-487. (P54) [prev. W22]

Published version. DOI.

Google scholar citations

Stock Selection in Malaysia with Dana Achour, Greg Hopkins and Clive Lang, Emerging Markets Quarterly Spring, (1999): 54-91 (P55)

Published version .

Conditional Skewness in Asset Pricing Tests, with Akhtar Siddique, Journal of Finance 55, (2000): 1263-1295. (P56) [prev. W17]

Published version. DOI.

Google scholar citations

Conditioning Variables and the Cross-Section of Stock Returns, with Wayne Ferson, Journal of Finance 54, (1999): 1325-1360. (P57) [prev. W32]

Published version. DOI.

Also published as NBER working paper 7009.

Google scholar citations

Reprinted in Robert R. Grauer, (ed.) Asset Pricing Theory and Tests. Edward Elgar, 2003.

Capital Markets: An Engine for Economic Growth, with Geert Bekaert, Brown Journal of World Affairs 5, 1, Winter/Spring, (1998): 33-53. (P58)[prev. W21]

Published version .

Brazil in Crisis with Chris Lundblad and Diego Valderrama, Emerging Markets Quarterly Spring, (1999): 4-9. (P59)

Published version .

Efficient Online Non-Parametric Density Estimation, with Christophe G. Lambert, Scott E. Harrington, Nathan D. Bronson and Arman Glodjo. Algorithmica 25, (1999): 37-57.(P60)[prev. W28]

Published version. DOI .

Forecasting emerging market returns using neural networks: A comparative study of nine emerging markets, with Kirsten E. Travers and Michael J. Costa, Emerging Markets Quarterly 4, 2, (2000): 43-54. (P61) [prev. W44]

Published version .

Economic, Financial and Fundamental Global Risk In and Out of the EMU, with Wayne Ferson, Swedish Economic Policy Review 6, (1999): 123-184. (P62) [prev. W40]

Published version. DOI.

Also published as NBER working paper 6967 .

Stock Selection in Mexico with Dana Achour, Greg Hopkins and Clive Lang, Emerging Markets Quarterly 3, Fall, (1999): 38-75. (P63) [prev. W46]

Published version.

View PDF of last working paper version

Firm Characteristics and Investment Strategies in Africa: The Case of South Africa with Dana Achour, Greg Hopkins and Clive Lang, African Finance Journal 1, (1999): 1-68. (P65) [prev. W47]

Published version [not available]

View PDF of last working paper version

Understanding Emerging Market Bonds with Claude Erb and Tadas Viskanta, in Emerging Markets Quarterly 4, 1, (2000): 7-23, (P66) [prev. W48]

Published version.

View PDF of last working paper version

Time-Varying Conditional Skewness and the Market Risk Premium, with Akhtar Siddique, Research in Banking and Finance 1, (2000): 27-60. (P68) [prev. W53]

Published version. DOI.

View last PDF of last working paper version.

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Emerging Equity Markets and Economic Development, with Geert Bekaert and Chris Lundblad, (W49) Journal of Development Economics 66, (2001): 465-504. (P70) [prev. W49].

Published version. DOI.

View PDF of last working paper version

Also published as NBER working paper 7763.

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Global Tactical Asset Allocation, with Magnus Dahlquist, Emerging Markets Quarterly (2001): 6-14. (P71) [prev. W57].

Published version. DOI.

View PDF of final working paper version

The Impact of Federal Reserve Bank's Open Market Operations, with Roger Huang, Journal of Financial Markets 5, 2, (2002): 223-257. (P73) [prev. W3].

Published version. DOI.

View PDF of last working paper version

Also published as NBER working paper 4663 .

The Specification of Conditional Expectations, (previous title: Is the Expected Compensation for Market Volatility Constant?) Journal of Empirical Finance 8, 5, (2001): 573-637. (P74) [prev W6]

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How do CFOs make capital budgeting and capital structure decisions?, with John Graham, Journal of Applied Corporate Finance 15, 1, (2002): 8-23. (P76) [prev. W62]

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Research in Emerging Markets Finance: Looking to the Future, with Geert Bekaert, (P78) [prev. W69], Emerging Markets Review 2002, 429-448.

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What Determines Expected International Asset Returns? with Bruno Solnik and Guofu Zhou. (P79) [prev. W8] Annals of Economics and Finance 3, (2002): 249-298.

Published version.

View PDF of final working paper version.

Also published as NBER working paper 4660 .

Are Correlations of Stock Returns Justified by Subsequent Changes in National Outputs, with Bernard Dumas and Pierre Ruiz (P80) [prev. W34] Journal of International Money and Finance 22, (2003): 777-811.

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View PDF of galleys.

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A Brief Note from the Editors, with Javier Estrada and Robert Bruner, (P81), Emerging Markets Review. (2002): 329.

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Implications for Asset Allocation, Portfolio Management, and Future Research, AIMR Equity Premium Forum, October, (2002): 92-96. (P82)

Published version. DOI .

Foreward by the Editors, with Geert Bekaert, (P84) Journal of Empirical Finance 10, (2003): 1.

Published version. DOI .

Equity Market Liberalization in Emerging Markets, with Geert Bekaert and Christian Lundblad, (P85a) The Federal Reserve Bank of St. Louis Review 85:4, (2003): 53-74.

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Equity Market Liberalization in Emerging Markets, with Geert Bekaert and Christian Lundblad, (P85b) Journal of Financial Research 26, (2003): 275-299.

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Does Financial Liberalization Spur Growth, with Geert Bekaert and Chris Lundblad, Journal of Financial Economics 77, (2005): 3-55. (P87) [Prev. W56] [Lead Article]

Published version. DOI.

Final working paper version.

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NBER working paper 8245.

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Reprinted in Stijn Claessens and Luc Laeven, eds. A Reader in International Corporate Finance, Volume 2, World Bank, 2006, pp. 37-90.

The Long-Run Equity Risk Premium, with John Graham, Finance Research Letters. 2, (2005): 185-194. (P91) [Prev W79] [Lead Article]

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The Strategic and Tactical Value of Commodity Futures with Claude Erb, Financial Analysts Journal. 62:2, March/April, 69-97. (P91) (Prev W77)

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Unabridged last working paper version.

Alternative download of unabridged version.

Google scholar citations [published version]

Also published as NBER working paper 11222.

Google scholar citations [NBER version]

Graham and Dodd Award (Best paper in 2006 Financial Analysts Journal, Sponsored by the CFA Institute).

First prize, Roger F. Murray Prize Competition (Award for Excellence in Quantitative Research in Finance, Sponsored by the Q-group.

Value Destruction and Financial Reporting Decisions with John Graham and Shiva Rajgopal, Financial Analysts Journal. Nov/Dec 2006, 27-39. (P94) [Prev W79]

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Graham and Dodd Scroll (Runner-up best paper in 2006 Financial Analysts Journal, Sponsored by the CFA Institute).

The Equity Risk Premium in January 2007: Evidence from the Global CFO Surveyt with John Graham (P97) [Prev W78], The ICFAI Journal of Financial Risk Management. IV:2, June 2007, 46-61.

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Darden Conference Issue: Capital Raising in Emerging Economies, with Marc Lipson and Frank Warnock, Journal of Financial Economics. (2008) Volume 88:3, 425-429. (P99)

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The Effect of the May 2003 Dividend Tax Cut on Corporate Dividend Policy: Empirical and Survey Evidence with Alon Brav, John Graham, and Roni Michaely, National Tax Journal. Winter, 611-624. (P101) [Prev W87],

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Access to Liquidity and Corporate Investment in Europe During the Financial Crisis with Murillo Campello, Erasmo Giambona, and John Graham, Review of Finance . 2012, 16(2) 323-346. [Lead Article]

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Managerial Attitudes and Corporate Actions with John Graham and Manju Puri, Journal of Financial Economics . 2013, 109:1, 103-121. [P109] (Prev. W84).

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2014 Jensen Prize for Best Corporate Finance Paper in the Journal of Financial Economics

The Truth about Gold: Why It Should (or Should Not) Be Part of Your Asset Allocation Strategy, CFA Institute Conference Proceedings Quarterly . 30:1, March 2013, 9-17. [P112].

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The Golden Dilemma with Claude Erb, Financial Analysts Journal. 2013:69:4, July-August, 10-42. [P113] (Prev. W110) [Lead Article]

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Also published as NBER working paper 18706.

Graham and Dodd Scroll, 2014.

Financial Analysts Journal Readers’ Choice Award, 2014.

Earnings Quality: Evidence from the Field with Ilia Dichev, John Graham, and Shiva Rajgopal. Journal of Accounting and Economics. 2013:56, 1-33. [P114] (Prev. W108) [Lead Article]

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Political Risk Spreads with Geert Bekaert, Christian Lundblad and Stephen Siegel, Journal of International Business Studies 45:4, (2014): 471-493. [P115] (Prev. W116).

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Evaluating Trading Strategies. with Yan Liu, Journal of Portfolio Management . 2014, 40:5, 108-118. [P116] (Prev. W126)

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Capital Allocation and Delegation of Decision-Making Authority Within Firms with John Graham and Manju Puri, Journal of Financial Economics . 2015, 115:3 (March): 449-470. [P117] (Prev. W103)

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Also published as NBER working paper 17370.

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. and the Cross-Section of Expected Returns with Yan Liu and Heqing Zhu, Review of Financial Studies. 2015, forthcoming. [P118] (Prev. W114)

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Also published as NBER working paper 20592.

NASDAQ OMX Award, 2014, for the best paper in asset pricing at the Western Finance Association Meetings.

Best Paper Award, 2014, INQUIRE-Europe-UK.

The Misrepresentation of Earnings, with Ilia Dichev, John Graham and Shiva Rajgopal, Financial Analysts Journal. 2015, forthcoming. [P119] (Prev. W124)

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Backtesting with Yan Liu Journal of Portfolio Management 2015, forthcoming. [P120] (Prev. W115)

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New Working Papers

Lucky Factors with Yan Liu (W128)

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Rebalancing Risk with Nicolas Granger, Douglas Greenig, Sandy Rattray and David Zou (W127)

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Multiple Testing in Economics with Yan Liu.(W122)

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Stock Market Valuations across U. S. States with Geert Bekaert, Christian Lundblad and Stephen Siegel.(W121)

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Emerging Equity Markets in a Globalizing World with Geert Bekaert (W119)

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Where are the World's Best Analysts? with Sam Radnor, Khalil Mohammed and William Ferreira (W118)

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A View Inside Corporate Risk Management with Gordon Bodnar, Erasmo Giambona, and John Graham (W117)

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Managing Risk Management with Gordon Bodnar, John Graham, and Richard Marston (W107)

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Crypto-related research (Blockchain and cryptocurrencies)

Bitcoin Myths and Facts. (W126)

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Teaching materials

A Guide to Earnings Quality with Ilia Dichev, John Graham, and Shiva Rajgopal.(W120)

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A Guide to Corporate Risk Management, with Gordon Bodnar, Erasmo Giambona, and John Graham (W129)

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