Andrew Szakmary

Professor of Finance

Selected Publications


“Trend-Following Trading Strategies in Commodity Futures: A Re-Examination,” Journal of Banking and Finance, v34, No. 2, February 2010, 409-426. Abstracted in the CFA Digest,  May 2010, v40, No. 2, 5-7.

The Timeliness of Accounting Disclosures in International Securities Markets, International Review of Financial Analysis, v17, No. 5, December 2008, 849-869.

“An Examination of Value Line’s Long Term Projections,”  Journal of Banking and Finance, v32, No. 5, May 2008, 820-833. Abstracted in the CFA Digest,  November  2008, v38, No. 4, 26-27.

"An Examination of Momentum Strategies in Commodity Futures Markets,"  Journal of Futures Markets, v27, No. 3, March 2007, 227-256. Abstracted in the CFA Digest, August 2007, v37, No. 3, 25-27.

“Momentum and Contrarian Strategies in International Stock Markets: Further Evidence,”  Journal of Multinational Financial Management, v15, No. 3, July 2005, 235-255.


B.A., Columbia University 1980

M.B.A., Columbia University 1982

Ph.D., University of New Orleans 1989
Financial Economics

Contact Information

385 Queally
(804) 289-8251
(804) 289-8878 (Fax)

Areas of Expertise

International Finance
Momentum and Contrarian Strategies
Calendar Anomalies
Volatility Prediction