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The Use of Flow Analysis in Foreign Exchange: Exploratory Evidence
16 references·0 citing·36 second hop
The Use of Flow Analysis in Foreign Exchange: Exploratory Evidence (2011)The Use of Flow Analysis in Foreign Excha…The Microstructure Approach to Exchange Rates (2001)The Microstructure Approach t…Currency traders and exchange rate dynamics: a survey of the US market (2001)Currency traders and exchange…Order Flow and Exchange Rate Dynamics (1999)Order Flow and Exchange Rate …The use of fundamental and technical analyses by foreign exchange dealers: Hong Kong evidence (1998)The use of fundamental and te…Exchange Rate Economics (1996)Exchange Rate EconomicsTests of microstructural hypotheses in the foreign exchange market (1995)Tests of microstructural hypo…The use of technical analysis in the foreign exchange market (1992)The use of technical analysis…Multimarket Trading and Market Liquidity (1991)Multimarket Trading and Marke…The Noise Trader Approach to Finance (1990)The Noise Trader Approach to …Charts, Noise and Fundamentals in the London Foreign Exchange Market (1990)Charts, Noise and Fundamental…A Theory of Intraday Patterns: Volume and Price Variability (1988)A Theory of Intraday Patterns…Continuous Auctions and Insider Trading (1985)Continuous Auctions and Insid…Empirical exchange rate models of the seventies (1983)Empirical exchange rate model…On the Impossibility of Informationally Efficient Markets (1980)On the Impossibility of Infor…On the Impossibility of Informationally Efficient Markets (1980)On the Impossibility of Infor…On the aggregation of information in competitive markets (1980)On the aggregation of informa…Expectations and Exchange Rate Dynamics (1976)Macroeconomics and Reality (1980)The Purchasing Power Parity Puzzle (1996)Monetary Theory and Policy (1999)Forecasting Economic Time Series (2000)Micro Effects of Macro Announcements: Real-Time Price Discovery in Foreign Exchange (2003)Risk Aversion in the Small and in the Large (1964)Efficient Capital Markets: A Review of Theory and Empirical Work (1970)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)Herd Behavior and Investment (1988)Differences of Opinion Make a Horse Race (1993)Volume, Volatility, Price, and Profit When All Traders Are Above Average (1998)The General Theory of Employment, Interest and Money. (1936)The General Theory of Employment, Interest and Money. (1936)Data‐Snooping, Technical Trading Rule Performance, and the Bootstrap (1999)Official Intervention in the Foreign Exchange Market: Is It Effective and, If So, How Does It Work? (2001)Heterogeneous Agent Models in Economics and Finance (2005)The Behavior of Stock-Market Prices (1965)Judgment under Uncertainty: Heuristics and Biases (1975)The Impact of Social Structure on Economic Outcomes (2005)An Engine, Not a Camera (2006)The short of it: Investor sentiment and anomalies (2011)A Subordinated Stochastic Process Model with Finite Variance for Speculative Prices (1973)Bid, ask and transaction prices in a specialist market with heterogeneously informed traders (1985)Measuring the Information Content of Stock Trades (1991)ARCH modeling in finance (1992)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)Rise of the Machines: Algorithmic Trading in the Foreign Exchange Market (2014)International Liquidity and Exchange Rate Dynamics * (2015)Noise Trader Risk in Financial Markets (1990)Efficient Capital Markets: II (1991)Investor Psychology and Security Market Under‐ and Overreactions (1998)Market microstructure: A survey (2000)Common Risk Factors in Currency Markets (2011)Illiquidity and stock returns: cross-section and time-series effects (2002)
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References

  • 1985Continuous Auctions and Insider Trading9,626 cited
  • 1980On the Impossibility of Informationally Efficient Markets5,122 cited
  • 1983Empirical exchange rate models of the seventies4,115 cited
  • 1980On the Impossibility of Informationally Efficient Markets3,640 cited
  • 1988A Theory of Intraday Patterns: Volume and Price Variability3,120 cited
  • 1990The Noise Trader Approach to Finance1,636 cited
  • 1980On the aggregation of information in competitive markets1,247 cited
  • 1992The use of technical analysis in the foreign exchange market1,071 cited
  • 2001The Microstructure Approach to Exchange Rates1,043 cited
  • 1999Order Flow and Exchange Rate Dynamics790 cited
  • 1991Multimarket Trading and Market Liquidity597 cited
  • 2001Currency traders and exchange rate dynamics: a survey of the US market539 cited
  • 1995Tests of microstructural hypotheses in the foreign exchange market517 cited
  • 1990Charts, Noise and Fundamentals in the London Foreign Exchange Market394 cited
  • 1998The use of fundamental and technical analyses by foreign exchange dealers: Hong Kong evidence340 cited
  • 1996

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Exchange Rate Economics
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