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Just another day in the inter-bank foreign exchange market
10 references·0 citing·47 second hop
Just another day in the inter-bank foreign exchange market (2000)Just another day in the inter-bank foreig…The near optimality of adaptive expectations (1993)The near optimality of adapti…Price Formation and Equilibrium Liquidity in Fragmented and Centralized Markets (1993)Price Formation and Equilibri…Risk Aversion, Market Liquidity, and Price Efficiency (1991)Risk Aversion, Market Liquidi…Microstructure Theory and the Foreign Exchange Market (1991)Microstructure Theory and the…The Sensitivity of Tests of the Intertemporal Allocation of Consumption to Near-Rational Alternatives (1988)The Sensitivity of Tests of t…A Theory of Intraday Patterns: Volume and Price Variability (1988)A Theory of Intraday Patterns…Demand Disturbances and Aggregate Fluctuations: The Implications of Near Rationality (1987)Demand Disturbances and Aggre…On the Choice of Functional Forms (1979)On the Choice of Functional F…Hedonic Cost Functions for the Regulated Trucking Industry (1978)Hedonic Cost Functions for th…Temporary General Equilibrium Theory (1977)Temporary General Equilibrium…Stochastic Implications of the Life Cycle-Permanent Income Hypothesis: Theory and Evidence (1978)Mean Reversion in Stock Prices: Evidence and Implications (1987)RATIONALITY AS PROCESS AND AS PRODUCT OF THOUGHT (1988)Robust Permanent Income and Pricing (1999)Inattentive consumers (2006)Investor Flows and the 2008 Boom/Bust in Oil Prices (2013)Hedonic Prices and Implicit Markets: Product Differentiation in Pure Competition (1974)Economies of Scale in U.S. Electric Power Generation (1976)Exact and superlative index numbers (1976)Public Versus Private Water Delivery: A Hedonic Cost Approach (1983)The Measurement of Vertical Economies and the Efficient Structure of the Electric Utility Industry (1991)Conceptual Developments in the Economics of Transportation: An Interpretive Survey (2016)On the Impossibility of Informationally Efficient Markets (1980)On the Impossibility of Informationally Efficient Markets (1980)Continuous Auctions and Insider Trading (1985)Insiders, Outsiders, and Market Breakdowns (1991)Circuit Breakers and Market Volatility: A Theoretical Perspective (1994)U.K. and U.S. Trading of British Cross-Listed Stocks: An Intraday Analysis of Market Integration (1996)Labor Contracts as Partial Gift Exchange (1982)An Evolutionary Theory of Economic Change. (1983)Equilibrium Unemployment as a Worker Discipline Device (1986)Behavioural Heterogeneity Under Evolutionary Pressure: Macroeconomic Implications of Costly Optimisation (1995)Structural Stability Implies Robustness to Bounded Rationality (2001)An evolutionary theory of economic change (1982)RATIONAL CHOICE AND THE FRAMING OF DECISIONS (1988)The Cost of Transacting (1968)Bid, ask and transaction prices in a specialist market with heterogeneously informed traders (1985)Asset pricing and the bid-ask spread (1986)Institutional Aspects of U.S. Intervention (1994)The impact of central bank intervention on exchange-rate forecast heterogeneity (2005)COUNTERSPECULATION, AUCTIONS, AND COMPETITIVE SEALED TENDERS (1961)The Theory of Industrial Organization (1988)Auctioning divisible goods (2002)Regulatory Uncertainty and Market Liquidity: The 2008 Short Sale Ban's Impact on Equity Option Markets (2011)The value of trading relations in turbulent times (2017)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)Investor Psychology and Security Market Under‐ and Overreactions (1998)An Exact Consumption-Loan Model of Interest with or without the Social Contrivance of Money (1958)A General Disequilibrium Model of Income and Employment (1971)General competitive analysis (1971)Macroeconomic Models with Quantity Rationing (1978)Asset Valuation in an Experimental Market (1982)Macroeconomic Analysis Without the Rational Expectations Hypothesis (2013)Three methods for calculating the statistical properties of elasticities: A comparison (1991)MULTIPLE-OUTPUT PRODUCTION MODELED WITH THREE FUNCTIONAL FORMS (1992)
this work references cited by second hop

References

  • 1988A Theory of Intraday Patterns: Volume and Price Variability3,120 cited
  • 1977Temporary General Equilibrium Theory413 cited
  • 1993Price Formation and Equilibrium Liquidity in Fragmented and Centralized Markets358 cited
  • 1991Risk Aversion, Market Liquidity, and Price Efficiency341 cited
  • 1988The Sensitivity of Tests of the Intertemporal Allocation of Consumption to Near-Rational Alternatives210 cited
  • 1978Hedonic Cost Functions for the Regulated Trucking Industry209 cited
  • 1979On the Choice of Functional Forms94 cited
  • 1991Microstructure Theory and the Foreign Exchange Market34 cited
  • 1993The near optimality of adaptive expectations21 cited
  • 1987Demand Disturbances and Aggregate Fluctuations: The Implications of Near Rationality20 cited

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