Papers by Julie Dahlquist
Managerial Finance, 2005
Moving average trading strategies are examined for trading ten major currencies during the 1997-2... more Moving average trading strategies are examined for trading ten major currencies during the 1997-2001 time period. Both a traditional trend-following moving average cross over strategy and a contrarian strategy are tested. Following a simple moving average cross over out performed, on average, the contrarian strategy. However, neither strategy consistently outperformed a simple strategy of holding U.S. dollars during the four-year
Managerial Finance, 1995
This study examines the relationship between US monetary policy changes and financial market reac... more This study examines the relationship between US monetary policy changes and financial market reactions; in particular, the fluctuations in interest rates and exchange rates for the US, Britain, Canada, France, Germany, and Japan are related to changes in the US Federal ...
Financial Analysts Journal, 2001
Applied Economics, 1994
A new methodology is implemented to determine whether job characteristics can explain why women a... more A new methodology is implemented to determine whether job characteristics can explain why women are concentrated in low-paying, female-dominated occupations. Extensive information on jobs and labour market histories are collected from the 1982 National Longitudinal Survey, Youth Cohort, for women and men characterized by substantial labour market attachment. Significant differences in nonpecuniary job characteristics between the male and female samples are found to exist. Nevertheless, we find no evidence that women differentially favour those job characteristics commonly associated with ‘women's work’.
Financial Analysts Journal - FINANC ANAL J, 2001
Managerial Finance, 1999
... cast is based. How ever, if most of the un cer - tainty sur round ing fu ture cash flows is d... more ... cast is based. How ever, if most of the un cer - tainty sur round ing fu ture cash flows is due to sys tem atic risk fac tors, then it is not clear why man age ment has a sig nifi cant fore cast ing ad van tage over in ves tors. This may ...
Managerial Finance, 2000
Reviews previous research on contrarian investment strategy (i.e. buying “losers” and selling “wi... more Reviews previous research on contrarian investment strategy (i.e. buying “losers” and selling “winners”) and analyses the results of applying the strategy to US stocks 1928-1992. Explains the methodology and presents the results, which show no statistically significant holding period returns from the strategy, although selling the “winners” is significant. Considers the implications and limitations of the study and calls for
Applied economics, Dec 1, 1994
A new methodology is implemented to determine whether job characteristics can explain why women a... more A new methodology is implemented to determine whether job characteristics can explain why women are concentrated in low-paying, female-dominated occupations. Extensive information on jobs and labour market histories are collected from the 1982 National Longitudinal Survey, Youth Cohort, for women and men characterized by substantial labour market attachment. Significant differences in nonpecuniary job characteristics between the male and female samples are found to exist. Nevertheless, we find no evidence that women differentially favour those job characteristics commonly associated with 'women's work'.
Uploads
Papers by Julie Dahlquist