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Feedback trading This paper is also available at www.riskresearch.org
11 references·5 citing·42 second hop
Feedback trading This paper is also available at www.riskresearch.org (2006)Feedback trading This paper is also avail…Positive Feedback Trading Under Stress: Evidence from the US Treasury Securities Market (2013)Positive Feedback Trading Und…An information approach to international currencies (2009)An information approach to in…Economic News and the Impact of Trading on Bond Prices (2004)Economic News and the Impact …FX Trading and Exchange Rate Dynamics (2002)FX Trading and Exchange Rate …Order Flow and Exchange Rate Dynamics (1999)Order Flow and Exchange Rate …Structural Models of the Liquidity Effect (1998)Structural Models of the Liqu…Transactions, Volume, and Volatility (1994)Transactions, Volume, and Vol…Measuring the Information Content of Stock Trades (1991)Measuring the Information Con…Positive Feedback Investment Strategies and Destabilizing Rational Speculation (1990)Positive Feedback Investment …Price, trade size, and information in securities markets (1987)Price, trade size, and inform…Financial Markets (1985)Financial MarketsInvestor structure and the informational efficiency of commodity futures prices (2015)Investor structure and the in…Identifying the interaction between stock market returns and trading flows of investor types: Looking into the day using daily data (2013)Identifying the interaction b…Identifying the Interaction between Foreign Investor Flows and Emerging Stock Market Returns (2013)Identifying the Interaction b…How do individual investors trade? (2012)How do individual investors t…Market Microstructure, Foreign Exchange (2009)Market Microstructure, Foreig…Bid, ask and transaction prices in a specialist market with heterogeneously informed traders (1985)Continuous Auctions and Insider Trading (1985)Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency (1993)Customer Order Flow and Exchange Rate Movements: Is There Really Information Content? (2005)Trading European Sovereign Bonds: The Microstructure of the Mts Trading Platforms (2005)Market liquidity and its incorporation into risk management (2006)Using daily stock returns (1985)Estimating the components of the bid/ask spread (1988)Market liquidity and volume around earnings announcements (1994)Macroeconomics and Reality (1980)Alternative Explanations of the Money-Income Correlation (1986)Interpreting the macroeconomic time series facts (1992)A STRUCTURAL VECTOR AUTOREGRESSION MODEL OF MONETARY POLICY IN AUSTRALIA (1999)The Effects of Monetary Policy in Japan (2002)Global and National Macroeconometric Modelling (2006)A Theory of Intraday Patterns: Volume and Price Variability (1988)Why Does Stock Market Volatility Change Over Time? (1989)Order imbalance, liquidity, and market returns (2002)An Empirical Analysis of Stock and Bond Market Liquidity (2004)The theory and practice of econometrics (1986)One Security, Many Markets: Determining the Contributions to Price Discovery (1995)Autoregressive Conditional Duration: A New Model for Irregularly Spaced Transaction Data (1998)Does Algorithmic Trading Improve Liquidity? (2011)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Currency traders and exchange rate dynamics: a survey of the US market (2001)Rise of the Machines: Algorithmic Trading in the Foreign Exchange Market (2014)International Liquidity and Exchange Rate Dynamics * (2015)Expectations and Exchange Rate Dynamics (1976)Liquidity in the Futures Pits: Inferring Market Dynamics from Incomplete Data (2004)Macroeconomic News, Order Flows, and Exchange Rates (2008)Information Shocks, Liquidity Shocks, Jumps, and Price Discovery: Evidence from the U.S. Treasury Market (2010)The General Theory of Employment, Interest and Money. (1936)Does the Stock Market Overreact? (1985)The impact of institutional trading on stock prices (1992)Investor Psychology and Asset Pricing (2001)Profitability of Momentum Strategies: An Evaluation of Alternative Explanations (2001)Price Discovery in the U.S. Treasury Market: The Impact of Orderflow and Liquidity on the Yield Curve (2004)How is macro news transmitted to exchange rates? (2008)International capital flows and U.S. interest rates (2009)The value effects of bank mergers and acquisitions (1998)War and the World Economy (2006)The Synthetic Situation: Interactionism for a Global World (2009)
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References

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  • 1987Price, trade size, and information in securities markets2,169 cited
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Cited by

  • 2009Market Microstructure, Foreign Exchange26 cited
  • 2013Identifying the interaction between stock market returns and trading flows of investor types: Looking into the day using daily data25 cited
  • 2012How do individual investors trade?25 cited
  • 2013Identifying the Interaction between Foreign Investor Flows and Emerging Stock Market Returns25 cited

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  • 2015Investor structure and the informational efficiency of commodity futures prices24 cited