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How do UK‐based foreign exchange dealers think their market operates?
16 references·16 citing·34 second hopsampled
How do UK‐based foreign exchange dealers think their market operates? (2004)How do UK‐based foreign exchange dealers …Order Flow and Exchange Rate Dynamics (2002)Order Flow and Exchange Rate …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 …Deutsche Mark–Dollar Volatility: Intraday Activity Patterns, Macroeconomic Announcements, and Longer Run Dependencies (1998)Deutsche Mark–Dollar Volatili…Market Microstructure Theory. (1996)Market Microstructure Theory.The handbook of international economics (1995)The handbook of international…Market microstructure theory (1995)Market microstructure theoryExchange rates and fundamentals: Evidence on long-horizon predictability (1995)Exchange rates and fundamenta…How Markets Process Information: News Releases and Volatility (1993)How Markets Process Informati…The use of technical analysis in the foreign exchange market (1992)The use of technical analysis…The survey research handbook (1990)The survey research handbookNoise Trader Risk in Financial Markets (1990)Noise Trader Risk in Financia…Using Survey Data to Test Some Standard Propositions Regarding Exchange Rate Expectations (1985)Using Survey Data to Test Som…Empirical exchange rate models of the seventies (1983)Empirical exchange rate model…Expectations and Exchange Rate Dynamics (1976)Expectations and Exchange Rat…Heterogeneous Agent Models in Finance ✶ ✶Acknowledgments: We are grateful to the editors, Cars Hommes and Blake LeBaron, and three reviewers for their very helpful comments. We also thank the participants to the Workshop “Handbook of Computational Economics, Volume 4, Heterogeneous Agent Models”, hosted by the Amsterdam School of Economics, University of Amsterdam, for insightful discussions and suggestions. We would like to dedicate this survey to the memory of Carl Chiarella who inspired and collaborated with us on a large body of research covered partially in this chapter. Financial support from the Australian Research Council (ARC) under Discovery Grant (DP130103210) is gratefully acknowledged. (2018)Heterogeneous Agent Models in…Collective Beliefs on Responsible Investment (2015)Collective Beliefs on Respons…Do emerging markets become more efficient as they develop? Long memory persistence in equity indices (2013)Do emerging markets become mo…Heterogeneity of agents and exchange rate dynamics: Evidence from the EMS (2010)Heterogeneity of agents and e…Exchange Rate Volatility and Employment Growth in Developing Countries: Evidence from Turkey (2010)Exchange Rate Volatility and …Profitability of technical stock trading: Has it moved from daily to intraday data? (2008)Profitability of technical st…What drives home bias? Evidence from fund managers' views (2007)What drives home bias? Eviden…The Obstinate Passion of Foreign Exchange Professionals: Technical Analysis (2007)The Obstinate Passion of Fore…Central bank authorities' beliefs about foreign exchange intervention (2007)Central bank authorities' bel…The interaction between technical currency trading and exchange rate fluctuations (2006)The interaction between techn…Statistical mechanics of socio-economic systems with heterogeneous agents (2006)Statistical mechanics of soci…Extended evidence on the use of technical analysis in foreign exchange (2006)Extended evidence on the use …The Profitability of Technical Analysis: A Review (2004)The Profitability of Technica…Valuing path-dependent options in the variance-gamma model by Monte Carlo with a gamma bridge (2003)Valuing path-dependent option…Information sources, news, and rumors in financial markets: Insights into the foreign exchange market (2003)Information sources, news, an…Tracking error: Ex ante versus ex post measures (2001)Tracking error: Ex ante versu…Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Comparing Predictive Accuracy (1994)Micro Effects of Macro Announcements: Real-Time Price Discovery in Foreign Exchange (2003)A Comprehensive Look at The Empirical Performance of Equity Premium Prediction (2007)Predicting Excess Stock Returns Out of Sample: Can Anything Beat the Historical Average? (2007)Macroeconomics and Reality (1980)The Purchasing Power Parity Puzzle (1996)Monetary Theory and Policy (1999)Forecasting Economic Time Series (2000)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)Continuous Auctions and Insider Trading (1985)The Limits of Arbitrage (1995)Investor Psychology and Security Market Under‐ and Overreactions (1998)Investor Sentiment and the Cross‐Section of Stock Returns (2006)A Subordinated Stochastic Process Model with Finite Variance for Speculative Prices (1973)A Theory of Intraday Patterns: Volume and Price Variability (1988)Fractionally integrated generalized autoregressive conditional heteroskedasticity (1996)Econometrics of Testing for Jumps in Financial Economics Using Bipower Variation (2005)Real-time price discovery in global stock, bond and foreign exchange markets (2007)Market microstructure: A survey (2000)Common Risk Factors in Currency Markets (2011)A Tale of Two Time Scales: Determining Integrated Volatility with Noisy High Frequency Data (2003)Realized Variance and Market Microstructure Noise (2006)Convergence Across States and Regions (1991)Corporate Bond Market Transaction Costs and Transparency (2007)MIDAS Regressions: Further Results and New Directions (2007)Familiarity Breeds Investment (2001)Estimating Trade Restrictiveness Indices (2008)UNMASKING THE POLLUTION HAVEN EFFECT* (2008)
this work references cited by second hop· second hop is a sample of the most-cited connections

References

  • 1990Noise Trader Risk in Financial Markets6,259 cited
  • 1976Expectations and Exchange Rate Dynamics4,704 cited
  • 1983Empirical exchange rate models of the seventies4,115 cited
  • 1995The handbook of international economics1,373 cited
  • 1995Market microstructure theory1,305 cited
  • 1998Deutsche Mark–Dollar Volatility: Intraday Activity Patterns, Macroeconomic Announcements, and Longer Run Dependencies1,186 cited
  • 1996Market Microstructure Theory.1,152 cited
  • 1992The use of technical analysis in the foreign exchange market1,071 cited
  • 1995Exchange rates and fundamentals: Evidence on long-horizon predictability1,044 cited
  • 2001The Microstructure Approach to Exchange Rates1,043 cited
  • 1990The survey research handbook1,024 cited
  • 1993How Markets Process Information: News Releases and Volatility970 cited
  • 2002Order Flow and Exchange Rate Dynamics957 cited
  • 1999Order Flow and Exchange Rate Dynamics790 cited
  • 1985Using Survey Data to Test Some Standard Propositions Regarding Exchange Rate Expectations738 cited
  • 2001Currency traders and exchange rate dynamics: a survey of the US market

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539 cited

Cited by

  • 2006Extended evidence on the use of technical analysis in foreign exchange158 cited
  • 2013Do emerging markets become more efficient as they develop? Long memory persistence in equity indices136 cited
  • 2008Profitability of technical stock trading: Has it moved from daily to intraday data?124 cited
  • 2003Information sources, news, and rumors in financial markets: Insights into the foreign exchange market123 cited
  • 2003Valuing path-dependent options in the variance-gamma model by Monte Carlo with a gamma bridge109 cited
  • 2010Heterogeneity of agents and exchange rate dynamics: Evidence from the EMS82 cited
  • 2004The Profitability of Technical Analysis: A Review80 cited
  • 2007What drives home bias? Evidence from fund managers' views79 cited
  • 2007The Obstinate Passion of Foreign Exchange Professionals: Technical Analysis78 cited
  • 2007Central bank authorities' beliefs about foreign exchange intervention77 cited
  • 2010Exchange Rate Volatility and Employment Growth in Developing Countries: Evidence from Turkey74 cited
  • 2015Collective Beliefs on Responsible Investment70 cited
  • 2018Heterogeneous Agent Models in Finance ✶ ✶Acknowledgments: We are grateful to the editors, Cars Hommes and Blake LeBaron, and three reviewers for their very helpful comments. We also thank the participants to the Workshop “Handbook of Computational Economics, Volume 4, Heterogeneous Agent Models”, hosted by the Amsterdam School of Economics, University of Amsterdam, for insightful discussions and suggestions. We would like to dedicate this survey to the memory of Carl Chiarella who inspired and collaborated with us on a large body of research covered partially in this chapter. Financial support from the Australian Research Council (ARC) under Discovery Grant (DP130103210) is gratefully acknowledged.69 cited
  • 2006Statistical mechanics of socio-economic systems with heterogeneous agents68 cited
  • 2006The interaction between technical currency trading and exchange rate fluctuations63 cited
  • 2001Tracking error: Ex ante versus ex post measures58 cited