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Paul Weller

Paul A. Weller

Professor and Department Executive Officer

John F. Murray Professor of Finance

Finance
W318 Pappajohn Business Bldg
The University of Iowa
Iowa City, IA 52242- 1994 		Ph: 319-335-0948
Fax: 319-335-3690
E-mail: paul-weller@uiowa.edu

Academic History

  • PhD in Economics, Essex University, 1981
  • MA in Economics, Essex University, 1973
  • BA in Philosophy and Psychology, Oxford University, 1968

Expertise

  • Finance theory
  • International finance
  • Foreign exchange markets
  • Futures

Awards

  • Outstanding Paper Award in Investments at the Midwest Finance Association Meeting for "Are Technical Trading Rules in the Foreign Exchange Market Profitable? A Genetic Programming Approach", 1997

Selected Publications

  • Central Bank Intervention with Limited Arbitrage (with Christopher Neely), International Journal of Finance and Economics, Forthcoming.
  • The Predictive Power of "Head-and-Shoulders" Price Patterns in the U.S. Stock Market (with N. Eugene Savin, Janis Zvingelis), Journal of Financial Econometrics, Vol. 5, 2007, 243-265.
  • Quantifying Cognitive Bias in Analyst Earnings Forecasts (with Geoffrey Friesen), Journal of Financial Markets, Vol. 9, Winter 2006, 333-365.
  • Endogenous realignments in a target zone (with Christopher Neely and Dean Corbae), Oxford Economic Papers, Vol. 55, September 2003, 494-511.
  • Intraday Technical Trading in the Foreign Exchange Market (with Chris Neely), Journal of International Money and Finance, Vol. 22, Spring 2003, 223-237.
  • Predicting Exchange Rate Volatility: Genetic Program vs. GARCH and RiskMetrics (with Chris Neely), Federal Reserve Bank of St. Louis Review, Summer 2002.
  • Moral Hazard and the US Stock Market: Analyzing the 'Greenspan put' (with Marcus Miller and Lei Zhang), Economic Journal, Spring 2002.
  • Technical Trading and Central Bank Intervention (with Chris Neely), Journal of International Money and Finance, Vol. 20, Winter 2001, 949-970.
  • Predictability in International Asset Returns: A Re-examination (with Christopher Neely), Journal of Financial and Quantitative Analysis, Vol. 35, December 2000, 601-620.
  • Technical Trading Rules in the European Monetary System (with Christopher Neely), Journal of International Money and Finance, Vol. 18 (3), Fall 1999, 429-458.
  • Are Technical Trading Rules in the Foreign Exchange Market Profitable? A Genetic Programming Approach (with Christopher Neely and Robert Dittmar), Journal of Financial and Quantitative Analysis, Vol. 32, December 1997, 405-426.
  • "On the Advantage to Hiding One's Hand: Speculation and Central Bank Intervention in the Foreign Exchange Market" (with Utpal Bhattacharya), Journal of Monetary Economics, Vol. 39, July 1997, 251-277.
  • "Stochastic Saddlepoint Systems, Stabilization Policy and the Stock Market," (with Marcus Miller), Journal of Economic Dynamics and Control, Vol. 19, 1995, 279-302.
  • "Currency Bands, Target Zones and Price Flexibilty" (with Marcus Miller), I.M.F. Staff Papers, Vol. 38, March 1991, 184-215.
  • "Exchange Rate Bands with Price Inertia" (with Marcus Miller), Economic Journal, November 1991, 1380-99.
  • "Forward Exchange, Futures Trading and Spot Price Variability: A General Equilibruim Approach" (with Makoto Yano), Econometrica, Vol. 55, November 1987, 1433-50.

Work in Progress

  • The Adaptive Markets Hypothesis: Evidence from the Foreign Exchange Market (with Christopher Neely and Joshua Ulrich).
  • Price Trends and Patterns in Technical Analysis: A Theoretical and Empirical Analysis (with Geoff C. Friesen and Lee M. Dunham).

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