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3. Interdealer Trade and Information Flows in a Decentralized Foreign Exchange Market
6 references·0 citing·35 second hopsampled
3. Interdealer Trade and Information Flows in a Decentralized Foreign Exchange Market (1996)3. Interdealer Trade and Information Flow…Tests of microstructural hypotheses in the foreign exchange market (1995)Tests of microstructural hypo…On the structure and diversity of rational beliefs (1994)On the structure and diversit…Ants, Rationality, and Recruitment (1993)Ants, Rationality, and Recrui…A Simple Model of Herd Behavior (1992)A Simple Model of Herd Behavi…Changing Beliefs and Systematic Rational Forecast Errors with Evidence from Foreign Exchange (1989)Changing Beliefs and Systemat…Can learning affect exchange-rate behavior? (1989)Can learning affect exchange-…Empirical exchange rate models of the seventies (1983)Using Survey Data to Test Some Standard Propositions Regarding Exchange Rate Expectations (1985)Convergence of least squares learning mechanisms in self-referential linear stochastic models (1989)The Forward Discount Anomaly and the Risk Premium: A Survey of Recent Evidence (1995)Learning, Asset‐Pricing Tests, and Market Efficiency (2002)New evidence on the puzzles: Results from agnostic identification on monetary policy and exchange rates (2008)Do Stock Prices Move Too Much to be Justified by Subsequent Changes in Dividends? (1980)Forward Exchange Rates as Optimal Predictors of Future Spot Rates: An Econometric Analysis (1980)Modelling and forecasting exchange rates with a Bayesian time-varying coefficient model (1993)21 Peso problems: Their theoretical and empirical implications (1996)Learning About the Long Run (2021)Games with Incomplete Information Played by “Bayesian” Players, I–III Part I. The Basic Model (1967)Agreeing to Disagree (1976)Martingales and arbitrage in multiperiod securities markets (1979)Exchange rate puzzles: A tale of switching attractors (2004)Chapter 14 Survey Expectations (2006)Macroeconomic Analysis Without the Rational Expectations Hypothesis (2013)The spandrels of San Marco and the Panglossian paradigm: a critique of the adaptationist programme (1979)A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle (1989)Competing Technologies, Increasing Returns, and Lock-In by Historical Events (1989)The socio-economic dynamics of speculative markets: interacting agents, chaos, and the fat tails of return distributions (1998)VOLATILITY CLUSTERING IN FINANCIAL MARKETS: A MICROSIMULATION OF INTERACTING AGENTS (2000)Heterogeneous Agent Models in Economics and Finance (2005)The General Theory of Employment, Interest and Money. (1936)Network externalities, competition, and compatibility (1985)Standardization, Compatibility, and Innovation (1985)A Unified Theory of Underreaction, Momentum Trading, and Overreaction in Asset Markets (1999)Investor Psychology and Asset Pricing (2001)Using Online Conversations to Study Word-of-Mouth Communication (2004)Bid, ask and transaction prices in a specialist market with heterogeneously informed traders (1985)Continuous Auctions and Insider Trading (1985)Inferring Trade Direction from Intraday Data (1991)From the bird's eye to the microscope: A survey of new stylized facts of the intra-daily foreign exchange markets (1997)Market microstructure: A survey of microfoundations, empirical results, and policy implications (2005)Safe Haven Currencies (2010)
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References

  • 1992A Simple Model of Herd Behavior6,511 cited
  • 1993Ants, Rationality, and Recruitment986 cited
  • 1995Tests of microstructural hypotheses in the foreign exchange market517 cited
  • 1994On the structure and diversity of rational beliefs323 cited
  • 1989Changing Beliefs and Systematic Rational Forecast Errors with Evidence from Foreign Exchange256 cited
  • 1989Can learning affect exchange-rate behavior?83 cited

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