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Market Microstructure, Foreign Exchange
16 references·1 citing·39 second hop
Market Microstructure, Foreign Exchange (2009)Market Microstructure, Foreign ExchangeThe Logic of Scientific Discovery (2013)The Logic of Scientific Disco…The Geography of Investment: Informed Trading and Asset Prices (2001)The Geography of Investment: …Capital markets research in accounting (2001)Capital markets research in a…Volume, Volatility, Price, and Profit When All Traders Are Above Average (1998)Volume, Volatility, Price, an…The Purchasing Power Parity Puzzle (1996)The Purchasing Power Parity P…Exchange Rate Dynamics Redux (1995)Exchange Rate Dynamics ReduxPositive Feedback Investment Strategies and Destabilizing Rational Speculation (1990)Positive Feedback Investment …Stock Prices, Earnings, and Expected Dividends (1988)Stock Prices, Earnings, and E…A Theory of Intraday Patterns: Volume and Price Variability (1988)A Theory of Intraday Patterns…Price, trade size, and information in securities markets (1987)Price, trade size, and inform…Continuous Auctions and Insider Trading (1985)Continuous Auctions and Insid…Bid, ask and transaction prices in a specialist market with heterogeneously informed traders (1985)Bid, ask and transaction pric…Information Effects on the Bid-Ask Spread (1983)Information Effects on the Bi…Empirical exchange rate models of the seventies (1983)Empirical exchange rate model…Do Stock Prices Move Too Much to be Justified by Subsequent Changes in Dividends? (1980)Do Stock Prices Move Too Much…The Structure of Scientific Revolutions (1963)The Structure of Scientific R…Price discovery in government bond markets (2012)Price discovery in government…Dividend Policy, Growth, and the Valuation of Shares (1961)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)Noise Trader Risk in Financial Markets (1990)Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency (1993)Time Series Analysis, Forecasting, and Control (1995)Expectations and Exchange Rate Dynamics (1976)Macroeconomics and Reality (1980)Monetary Theory and Policy (1999)Forecasting Economic Time Series (2000)Micro Effects of Macro Announcements: Real-Time Price Discovery in Foreign Exchange (2003)Efficient Capital Markets: A Review of Theory and Empirical Work (1970)The Market for "Lemons": Quality Uncertainty and the Market Mechanism (1970)Investor Psychology and Security Market Under‐ and Overreactions (1998)Illiquidity and stock returns: cross-section and time-series effects (2002)Market Liquidity and Funding Liquidity (2008)Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Pooled Mean Group Estimation of Dynamic Heterogeneous Panels (1999)Trade Policy and Economic Growth: A Skeptic's Guide to the Cross-National Evidence (2000)The New Politics of the Welfare State (2001)A Subordinated Stochastic Process Model with Finite Variance for Speculative Prices (1973)Measuring the Information Content of Stock Trades (1991)ARCH modeling in finance (1992)Does the Stock Market Overreact? (1985)The Dividend-Price Ratio and Expectations of Future Dividends and Discount Factors (1986)The Dividend-Price Ratio and Expectations of Future Dividends and Discount Factors (1988)Investor Psychology and Asset Pricing (2001)The Efficient Market Hypothesis and Its Critics (2003)Judgment under Uncertainty: Heuristics and Biases (1974)Theory of the firm: Managerial behavior, agency costs and ownership structure (1976)Common risk factors in the returns on stocks and bonds (1993)Econometrics of Event Studies**We thank Espen Eckbo, Jon Lewellen, Adam Kolasinski, and Jay Ritter for insightful comments, and Irfan Safdar and Alan Wancier for research assistance. (2007)Driven to Distraction: Extraneous Events and Underreaction to Earnings News (2009)Investor Inattention and Friday Earnings Announcements (2009)Grounded theory research: Procedures, canons, and evaluative criteria (1990)Mixed Methods Research: A Research Paradigm Whose Time Has Come (2004)Seeking Qualitative Rigor in Inductive Research (2012)The Social Construction of Reality: A Treatise in the Sociology of Knowledge. (1967)Competing paradigms in qualitative research. (1994)Sample Size in Qualitative Interview Studies (2015)
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References

  • 1963The Structure of Scientific Revolutions35,276 cited
  • 1985Continuous Auctions and Insider Trading9,626 cited
  • 2013The Logic of Scientific Discovery7,732 cited
  • 1985Bid, ask and transaction prices in a specialist market with heterogeneously informed traders6,132 cited
  • 1983Empirical exchange rate models of the seventies4,115 cited
  • 1980Do Stock Prices Move Too Much to be Justified by Subsequent Changes in Dividends?4,020 cited
  • 1988A Theory of Intraday Patterns: Volume and Price Variability3,120 cited
  • 1996The Purchasing Power Parity Puzzle2,939 cited
  • 2001Capital markets research in accounting2,575 cited
  • 1988Stock Prices, Earnings, and Expected Dividends2,457 cited
  • 1990Positive Feedback Investment Strategies and Destabilizing Rational Speculation2,197 cited
  • 1987Price, trade size, and information in securities markets2,169 cited
  • 1995Exchange Rate Dynamics Redux2,110 cited
  • 2001The Geography of Investment: Informed Trading and Asset Prices2,004 cited
  • 1998Volume, Volatility, Price, and Profit When All Traders Are Above Average1,980 cited
  • 1983

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Information Effects on the Bid-Ask Spread
1,875 cited

Cited by

  • 2012Price discovery in government bond markets25 cited