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Strategic trading in a two-sided foreign exchange auction
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Strategic trading in a two-sided foreign exchange auction (1997)Strategic trading in a two-sided foreign …An Experimental Examination of the Walrasian tatonnement Mechanism (1996)An Experimental Examination o…Tests of microstructural hypotheses in the foreign exchange market (1995)Tests of microstructural hypo…Competitivity in Auction Markets: An Experimental and Theoretical Investigation (1995)Competitivity in Auction Mark…Rational Frenzies and Crashes (1994)Rational Frenzies and CrashesRevenue Equivalence and Bidding Behavior in a Multi-Unit Auction Market: An Empirical Analysis (1993)Revenue Equivalence and Biddi…Auctions: Theory and Applications (1993)Auctions: Theory and Applicat…Trading Mechanisms in Securities Markets (1992)Trading Mechanisms in Securit…Trading Mechanisms in Securities Markets (1992)Trading Mechanisms in Securit…Rational Frenzies and Crashes (1991)Rational Frenzies and CrashesFloating Exchange Rates (1988)Floating Exchange RatesFloating Exchange Rates in Developing Countries: Experience with Auction and Interbank Markets (1987)Floating Exchange Rates in De…Chapter 18 Exchange-rate dynamics (1985)Chapter 18 Exchange-rate dyna…Exchange-Rate Dynamics (1983)Exchange-Rate DynamicsThe Incentives for Price-Taking Behavior in Large Exchange Economies (1976)The Incentives for Price-Taki…COUNTERSPECULATION, AUCTIONS, AND COMPETITIVE SEALED TENDERS (1961)COUNTERSPECULATION, AUCTIONS,…The Pure Theory of Public Expenditure (1954)The Pure Theory of Public Exp…Order Flow and Exchange Rate Dynamics (1999)Order Flow and Exchange Rate …Bid, ask and transaction prices in a specialist market with heterogeneously informed traders (1985)Continuous Auctions and Insider Trading (1985)Price, trade size, and information in securities markets (1987)Dealer versus auction markets: A paired comparison of execution costs on NASDAQ and the NYSE (1996)Why Do Security Prices Change? A Transaction-Level Analysis of NYSE Stocks (1997)Commonality in liquidity (2000)Optimal Auction Design (1981)A Simple Model of Herd Behavior (1992)Rational herding in financial economics (1996)Network Effects and Welfare Cultures* (2000)Herd Behaviour and Cascading in Capital Markets: a Review and Synthesis (2003)Foundations of Economic Analysis (1948)Expectations and Exchange Rate Dynamics (1976)Aggregate Dynamics and Staggered Contracts (1980)Modeling and pricing long memory in stock market volatility (1996)Nonlinear Mean‐Reversion in Real Exchange Rates: Toward a Solution To the Purchasing Power Parity Puzzles (2001)The Economics of Exchange Rates (2003)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency (1993)Market microstructure: A survey (2000)Tests of equal forecast accuracy and encompassing for nested models (2001)Micro Effects of Macro Announcements: Real-Time Price Discovery in Foreign Exchange (2003)Inferring Trade Direction from Intraday Data (1991)Deutsche Mark–Dollar Volatility: Intraday Activity Patterns, Macroeconomic Announcements, and Longer Run Dependencies (1998)Order Flow and Exchange Rate Dynamics (2002)An Analysis of Intraday Patterns in Bid/Ask Spreads for NYSE Stocks (1992)Market Structure and the Intraday Pattern of Bid-Ask Spreads for NASDAQ Securities (1995)Internet-Based Virtual Stock Markets for Business Forecasting (2003)Price Discovery without Trading: Evidence from Limit Orders (2019)Combining exchange rate forecasts: What is the optimal consensus measure? (1994)Economic Dynamics: Phase Diagrams and their Economic Application (1997)Economic Dynamics (2002)2. Public Goods: A Survey of Experimental Research (1995)Evolutionary games on graphs (2007)Beyond Markets and States: Polycentric Governance of Complex Economic Systems (2010)A Theory of Auctions and Competitive Bidding (1982)A Course in Game Theory (1994)Strategy-Proof Exchange (1995)Putting Auction Theory to Work (2004)Markov Perfect Industry Dynamics with Many Firms (2005)
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References

  • 1961COUNTERSPECULATION, AUCTIONS, AND COMPETITIVE SEALED TENDERS7,719 cited
  • 1954The Pure Theory of Public Expenditure7,498 cited
  • 1995Tests of microstructural hypotheses in the foreign exchange market517 cited
  • 1992Trading Mechanisms in Securities Markets426 cited
  • 1992Trading Mechanisms in Securities Markets356 cited
  • 1983Exchange-Rate Dynamics308 cited
  • 1976The Incentives for Price-Taking Behavior in Large Exchange Economies291 cited
  • 1988Floating Exchange Rates120 cited
  • 1994Rational Frenzies and Crashes116 cited
  • 1991Rational Frenzies and Crashes105 cited
  • 1993Revenue Equivalence and Bidding Behavior in a Multi-Unit Auction Market: An Empirical Analysis94 cited
  • 1995Competitivity in Auction Markets: An Experimental and Theoretical Investigation70 cited
  • 1996An Experimental Examination of the Walrasian tatonnement Mechanism52 cited
  • 1985Chapter 18 Exchange-rate dynamics49 cited
  • 1987Floating Exchange Rates in Developing Countries: Experience with Auction and Interbank Markets48 cited
  • 1993Auctions: Theory and Applications

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  • 1999Order Flow and Exchange Rate Dynamics797 cited