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The Microstructure of Foreign Exchange Dynamics
0 references·6 citing·23 second hop
The Microstructure of Foreign Exchange Dynamics (1997)The Microstructure of Foreign Exchange Dy…Analysis of the FX traders’ work using the Naturalistic Decision Making framework (2009)Analysis of the FX traders’ w…Short-Run Exchange-Rate Dynamics: Theory and Evidence (2008)Short-Run Exchange-Rate Dynam…U.S. Exchange Rates and Currency Flows (2002)U.S. Exchange Rates and Curre…Analysis of spreads in the dollar/euro and deutschemark/dollar foreign exchange markets (2002)Analysis of spreads in the do…Private or Public Information in Foreign Exchange Markets? An Empirical Analysis (2001)Private or Public Information…FX Trading and Exchange Rate Dynamics (2001)FX Trading and Exchange Rate …Theory of the firm: Managerial behavior, agency costs and ownership structure (1976)Specification Tests in Econometrics (1978)Continuous Auctions and Insider Trading (1985)Parameterizing Unconditional Skewness in Models for Financial Time Series (2008)Hedge Funds and the Origins of Private Information in Currency Markets (2009)Market Microstructure, Foreign Exchange (2009)Testing for a Unit Root in a Time Series With a Changing Mean (1990)The Components of the Bid-Ask Spread: A General Approach (1997)The Distribution of Realized Exchange Rate Volatility (2001)The electronic trading systems and bid-ask spreads in the foreign exchange market (2010)Empirical exchange rate models of the seventies (1983)Bid, ask and transaction prices in a specialist market with heterogeneously informed traders (1985)Dealer Behavior and Trading Systems in Foreign Exchange Markets (2000)Currency Orders and Exchange-Rate Dynamics: Explaining the Success of Technical Analysis (2006)The use of fundamental and technical analyses by foreign exchange dealers: Hong Kong evidence (1998)Traders’ Engagement with Markets (2002)Traders' Engagement with Markets: A Postsocial Relationship (2004)Forecasting, Structural Time Series Models and the Kalman Filter (1990)Measuring the Information Content of Stock Trades (1991)Deutsche Mark–Dollar Volatility: Intraday Activity Patterns, Macroeconomic Announcements, and Longer Run Dependencies (1998)ANALISIS NILAI TUKAR RUPIAH DAN IMPLIKASINYA PADA PEREKONOMIAN INDONESIA: PENDEKATAN ERROR CORRECTION MODEL (ECM) (2007)The Use of Flow Analysis in Foreign Exchange: Exploratory Evidence (2011)Risk-premia, carry-trade dynamics, and economic value of currency speculation (2012)
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Cited by

  • 2008Short-Run Exchange-Rate Dynamics: Theory and Evidence37 cited
  • 2001Private or Public Information in Foreign Exchange Markets? An Empirical Analysis36 cited
  • 2001FX Trading and Exchange Rate Dynamics30 cited
  • 2002U.S. Exchange Rates and Currency Flows22 cited
  • 2002Analysis of spreads in the dollar/euro and deutschemark/dollar foreign exchange markets19 cited
  • 2009Analysis of the FX traders’ work using the Naturalistic Decision Making framework0 cited

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