Concepedia

Andrew C. Szakmary

AC

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Publications

19

Citations

1.7K

H-Index

17

Active since

1991

Affiliations

Southern Illinois University Carbondale(Current)

University of Richmond

Alabama Agricultural and Mechanical University

Andrew C. Szakmary is an author at Southern Illinois University Carbondale specializing in business, finance, and economics.

ORCID

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Publications per year

1991–2015

19

Publications

19

Price discovery in petroleum markets: Arbitrage, cointegration, and the time interval of analysis

Thomas Schwarz, Andrew C. Szakmary · Journal of Futures Markets · 1994 · 289 citations

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Trend-following trading strategies in commodity futures: A re-examination

Andrew C. Szakmary, Qian Shen, Subhash C. Sharma · Journal of Banking & Finance · 2009 · 227 citations

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The predictive power of implied volatility: Evidence from 35 futures markets

Andrew C. Szakmary, Evren Örs, Jin Kyoung Kim et al. · Journal of Banking & Finance · 2003 · 209 citations

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Price transmission dynamics between ADRs and their underlying foreign securities

Minho Kim, Andrew C. Szakmary, Ike Mathur · Journal of Banking & Finance · 2000 · 170 citations

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Central bank intervention and trading rule profits in foreign exchange markets

Andrew C. Szakmary, Ike Mathur · Journal of International Money and Finance · 1997 · 156 citations

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