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The Role of Large Players in Currency Crises
16 references·2 citing·45 second hop
The Role of Large Players in Currency Crises (2001)The Role of Large Players in Currency Cri…Global Games: Theory and Applications (2010)Global Games: Theory and Appl…Unique Equilibrium in a Model of Self-Fulfilling Currency Attacks (2004)Unique Equilibrium in a Model…Unique Equilibrium in a Model of Self-Fulfilling Currency Attacks (2002)Unique Equilibrium in a Model…Profitability of Momentum Strategies: An Evaluation of Alternative Explanations (2001)Profitability of Momentum Str…What caused the Asian currency and financial crisis? (1999)What caused the Asian currenc…The Performance of Hedge Funds: Risk, Return, and Incentives (1999)The Performance of Hedge Fund…International Momentum Strategies (1998)International Momentum Strate…Offshore Hedge Funds: Survival and Performance 1989-1995 (1997)Offshore Hedge Funds: Surviva…Empirical Characteristics of Dynamic Trading Strategies: The Case of Hedge Funds (1997)Empirical Characteristics of …Contrarian Investment, Extrapolation, and Risk (1994)Contrarian Investment, Extrap…Stealth trading and volatility (1993)Stealth trading and volatilityGlobal Games and Equilibrium Selection (1993)Global Games and Equilibrium …The impact of institutional trading on stock prices (1992)The impact of institutional t…Stock-Price Manipulation (1992)Stock-Price ManipulationPrice, trade size, and information in securities markets (1987)Price, trade size, and inform…Does the Stock Market Overreact? (1985)Does the Stock Market Overrea…Big elephants in small ponds: Do large traders make financial markets more aggressive? (2005)Big elephants in small ponds:…The Role of Industrial Country Policies in Emerging Market Crises (2002)The Role of Industrial Countr…The market for corporate control (1983)Bid, ask and transaction prices in a specialist market with heterogeneously informed traders (1985)Continuous Auctions and Insider Trading (1985)Stealth-trading: Which traders' trades move stock prices? (2001)Which Shorts Are Informed? (2007)Do Retail Trades Move Markets? (2008)Using daily stock returns (1985)Estimating the components of the bid/ask spread (1988)Measuring the Information Content of Stock Trades (1991)Market liquidity and volume around earnings announcements (1994)Essays in Positive Economics (1954)A Simple Model of Herd Behavior (1992)Risk Taking by Mutual Funds as a Response to Incentives (1997)Investor Psychology and Asset Pricing (2001)The Geography of Investment: Informed Trading and Asset Prices (2001)Reexamination of the perfectness concept for equilibrium points in extensive games (1975)A General Theory of Equilibrium Selection in Games (1988)Bubbles and Crashes (2003)The Stag Hunt and the Evolution of Social Structure (2003)The Politics of Authoritarian Rule (2012)Theory of the firm: Managerial behavior, agency costs and ownership structure (1976)Moral Hazard and Observability (1979)Common risk factors in the returns on stocks and bonds (1993)An econometric model of serial correlation and illiquidity in hedge fund returns (2004)Hedge Funds and the Technology Bubble (2004)Just How Much Do Individual Investors Lose by Trading? (2008)The Performance of Mutual Funds in the Period 1945-1964 (1968)THE PERFORMANCE OF MUTUAL FUNDS IN THE PERIOD 1945–1964 (1968)Mutual Fund Performance: An Analysis of Quarterly Portfolio Holdings (1989)The Risk in Hedge Fund Strategies: Theory and Evidence from Trend Followers (2001)Risks and Portfolio Decisions Involving Hedge Funds (2003)The General Theory of Employment, Interest and Money, by John Maynard Keynes (1936)The General Theory of Employment, Interest and Money. (1936)Judgment Under Uncertainty: Heuristics and Biases. (1984)Risk, Return, and Equilibrium: Empirical Tests (1973)The Cross-Section of Expected Stock Returns (1992)Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency (1993)Investor Psychology and Security Market Under‐ and Overreactions (1998)Investor Sentiment and the Cross‐Section of Stock Returns (2006)Judgment under Uncertainty: Heuristics and Biases (1974)Differences of Opinion and the Cross Section of Stock Returns (2002)An Engine, Not a Camera (2006)Information Uncertainty and Stock Returns (2006)Multifactor Explanations of Asset Pricing Anomalies (1996)Value and Momentum Everywhere (2013)
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References

  • 1985Does the Stock Market Overreact?7,569 cited
  • 1994Contrarian Investment, Extrapolation, and Risk4,198 cited
  • 2001Profitability of Momentum Strategies: An Evaluation of Alternative Explanations2,445 cited
  • 1987Price, trade size, and information in securities markets2,169 cited
  • 1992The impact of institutional trading on stock prices2,068 cited
  • 1998International Momentum Strategies1,813 cited
  • 1993Global Games and Equilibrium Selection1,547 cited
  • 1997Empirical Characteristics of Dynamic Trading Strategies: The Case of Hedge Funds1,262 cited
  • 1999The Performance of Hedge Funds: Risk, Return, and Incentives1,101 cited
  • 1993Stealth trading and volatility948 cited
  • 2010Global Games: Theory and Applications929 cited
  • 1999What caused the Asian currency and financial crisis?915 cited
  • 2002Unique Equilibrium in a Model of Self-Fulfilling Currency Attacks911 cited
  • 2004Unique Equilibrium in a Model of Self-Fulfilling Currency Attacks782 cited
  • 1992Stock-Price Manipulation623 cited
  • 1997Offshore Hedge Funds: Survival and Performance 1989-1995

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597 cited

Cited by

  • 2002The Role of Industrial Country Policies in Emerging Market Crises38 cited
  • 2005Big elephants in small ponds: Do large traders make financial markets more aggressive?31 cited