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Paul A. Weller

Emeritus Professor in Finance

Current Positions

  • Emeritus Professor, Finance

Education

  • PhD in Economics, University of Essex
  • MA in Economics, University of Essex
  • BA in Philosophy and Psychology, University of Oxford

Research Interests

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

Selected Awards & Honors

  • Outstanding Paper Award in Investments - Midwest Finance Association, 1997

Selected Publications

  • Neely, C. & Weller, P. A. (2013). Lessons from the Evolution of Foreign Exchange Trading Strategies. Journal of Banking and Finance. 37 (10) pp. 3783-3798.
  • Neely, C. & Weller, P. A. (2011). Technical Analysis in Foreign Exchange Market In Handbook of Exchange Rates. James, March, & Sarno (Eds.) Wiley.
  • Friesen, G., Weller, P. A., & Dunham, L. (2009). Price Trends and Patterns in Technical Analysis: A Theoretical and Empirical Examination. Journal of Banking and Finance. 33 (6) pp. 1089-1100.
  • Neely, C., Weller, P. A., & Ulrich, J. (2009). The Adaptive Markets Hypothesis: Evidence from the Foreign Exchange Market. Journal of Financial and Quantitative Analysis. 44 (2) pp. 467-488.
  • Neely, C. & Weller, P. A. (2007). Central Bank Intervention with Limited Arbitrage. International Journal of Finance and Economics. 12 (2) pp. 249-260.
  • Weller, P. A. & Friesen, G. (2006). Quantifying Cognitive Bias in Analyst Earnings Forecasts. Journal of Financial Markets. 9 pp. 333-365.
  • Weller, P. A., Neely, C., & Corbae, D. (2003). Endogenous realignments in a target zone. Oxford Economic Papers. 55 pp. 494-511.
  • Weller, P. A. & Neely, C. (2003). Intraday Technical Trading in the Foreign Exchange Market. Journal of International Money and Finance. 22 pp. 223-237.
  • Weller, P. A. & Neely, C. (2002). Predicting Exchange Rate Volatility: Genetic Programming vs. GARCH and RiskMetrics. Federal Reserve Bank of St. Louis Review.
  • Weller, P. A., Miller, M., & Zhang, L. (2002). Moral Hazard and the US Stock Market: Analyzing the 'Greenspan put'. Economic Journal.