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The Interaction between Technical Currency Trading and Exchange Rate Fluctuations
16 references·1 citing·46 second hop
The Interaction between Technical Currency Trading and Exchange Rate Fluctuations (2010)The Interaction between Technical Currenc…Heterogeneous Agent Models in Economics and Finance (2005)Heterogeneous Agent Models in…Micro Effects of Macro Announcements: Real-Time Price Discovery in Foreign Exchange (2003)Micro Effects of Macro Announ…Herd Behaviour and Cascading in Capital Markets: a Review and Synthesis (2003)Herd Behaviour and Cascading …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…Market Efficiency in an Irrational World (1999)Market Efficiency in an Irrat…Heterogeneous beliefs and routes to chaos in a simple asset pricing model (1998)Heterogeneous beliefs and rou…Is Technical Analysis in the Foreign Exchange Market Profitable? A Genetic Programming Approach (1997)Is Technical Analysis in the …A Unified Theory of Underreaction, Momentum Trading and Overreaction in Asset Markets (1997)A Unified Theory of Underreac…The use of technical analysis in the foreign exchange market (1992)The use of technical analysis…Simple Technical Trading Rules and the Stochastic Properties of Stock Returns (1992)Simple Technical Trading Rule…Speculative Dynamics (1991)Speculative DynamicsPositive Feedback Investment Strategies and Destabilizing Rational Speculation (1990)Positive Feedback Investment …Noise Trader Risk in Financial Markets (1990)Noise Trader Risk in Financia…Long Swings in the Dollar: Are They in the Data and Do Markets Know It? (1990)Long Swings in the Dollar: Ar…The Adaptive Markets Hypothesis: Evidence from the Foreign Exchange Market, (2006)The Adaptive Markets Hypothes…Empirical exchange rate models of the seventies (1983)How Big Is the Random Walk in GNP? (1988)A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle (1989)The Economics of Exchange Rates (2003)Introductory Econometrics for Finance (2008)Asset Prices in an Exchange Economy (1978)A Rational Route to Randomness (1997)Time series properties of an artificial stock market (1999)Agent-based computational finance: Suggested readings and early research (2000)The Economy as an Evolving Complex System II (2018)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)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)Does the Stock Market Overreact? (1985)Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)Market underreaction to open market share repurchases (1995)Do Investors Trade Too Much? (1999)Improved Methods for Tests of Long‐Run Abnormal Stock Returns (1999)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)The Cross-Section of Expected Stock Returns (1992)Common risk factors in the returns on stocks and bonds (1993)Local Return Factors and Turnover in Emerging Stock Markets (1999)Understanding the Nature of the Risks and the Source of the Rewards to Momentum Investing (2001)Investor Sentiment Aligned: A Powerful Predictor of Stock Returns (2014)ARCH modeling in finance (1992)Discretion versus policy rules in practice (1993)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)High-Frequency Trading and Price Discovery (2014)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Exchange Rate Dynamics Redux (1995)Exchange Rates, Equity Prices, and Capital Flows (2005)International Liquidity and Exchange Rate Dynamics * (2015)Trading and Arbitrage in Cryptocurrency Markets (2018)Order Flow and Exchange Rate Dynamics (1999)Market microstructure: A survey (2000)Common Risk Factors in Currency Markets (2011)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)
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References

  • 1990Noise Trader Risk in Financial Markets6,259 cited
  • 1992Simple Technical Trading Rules and the Stochastic Properties of Stock Returns2,298 cited
  • 1990Positive Feedback Investment Strategies and Destabilizing Rational Speculation2,197 cited
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  • 2003Micro Effects of Macro Announcements: Real-Time Price Discovery in Foreign Exchange1,377 cited
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  • 1997A Unified Theory of Underreaction, Momentum Trading and Overreaction in Asset Markets1,041 cited
  • 1990Long Swings in the Dollar: Are They in the Data and Do Markets Know It?984 cited
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  • 1997Is Technical Analysis in the Foreign Exchange Market Profitable? A Genetic Programming Approach641 cited
  • 2001Currency traders and exchange rate dynamics: a survey of the US market539 cited
  • 1991Speculative Dynamics

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486 cited
  • 1999Market Efficiency in an Irrational World458 cited
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    • 2006The Adaptive Markets Hypothesis: Evidence from the Foreign Exchange Market,18 cited