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The use of flow analysis in foreign exchange: exploratory evidence
16 references·16 citing·37 second hopsampled
The use of flow analysis in foreign exchange: exploratory evidence (2004)The use of flow analysis in foreign excha…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 …Tests of microstructural hypotheses in the foreign exchange market (1995)Tests of microstructural hypo…Empirical research on nominal exchange rates (1995)Empirical research on nominal…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…FX technical trading rules can be profitable sometimes! (2017)FX technical trading rules ca…How profitable are FX technical trading rules? (2016)How profitable are FX technic…The Profitability of Technical Stock Trading has Moved from Daily to Intraday Data (2010)The Profitability of Technica…Whose trades convey information? Evidence from a cross-section of traders (2009)Whose trades convey informati…The economic value of fundamental and technical information in emerging currency markets (2009)The economic value of fundame…Market Microstructure, Foreign Exchange (2009)Market Microstructure, Foreig…Components of the profitability of technical currency trading (2008)Components of the profitabili…The Obstinate Passion of Foreign Exchange Professionals: Technical Analysis (2007)The Obstinate Passion of Fore…Order flows, news, and exchange rate volatility (2007)Order flows, news, and exchan…Local information in foreign exchange markets (2007)Local information in foreign …The interaction between technical currency trading and exchange rate fluctuations (2006)The interaction between techn…Profits and speculation in intra-day foreign exchange trading (2006)Profits and speculation in in…Price Discovery in Currency Markets (2006)Price Discovery in Currency M…Macro lessons from microstructure (2006)Macro lessons from microstruc…The use of trading strategies by fund managers: some first survey evidence (2005)The use of trading strategies…Customer trades and extreme events in foreign exchange (2003)Customer trades and extreme e…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)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)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
  • 2002Order Flow and Exchange Rate Dynamics957 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
  • 1995Empirical research on nominal exchange rates521 cited
  • 1995Tests of microstructural hypotheses in the foreign exchange market517 cited
  • 1990Charts, Noise and Fundamentals in the London Foreign Exchange Market

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394 cited

Cited by

  • 2007The Obstinate Passion of Foreign Exchange Professionals: Technical Analysis78 cited
  • 2009The economic value of fundamental and technical information in emerging currency markets78 cited
  • 2006The interaction between technical currency trading and exchange rate fluctuations63 cited
  • 2009Whose trades convey information? Evidence from a cross-section of traders58 cited
  • 2008Components of the profitability of technical currency trading56 cited
  • 2005The use of trading strategies by fund managers: some first survey evidence56 cited
  • 2003Customer trades and extreme events in foreign exchange52 cited
  • 2006Macro lessons from microstructure44 cited
  • 2006Price Discovery in Currency Markets39 cited
  • 2007Order flows, news, and exchange rate volatility35 cited
  • 2010The Profitability of Technical Stock Trading has Moved from Daily to Intraday Data33 cited
  • 2017FX technical trading rules can be profitable sometimes!32 cited
  • 2006Profits and speculation in intra-day foreign exchange trading30 cited
  • 2016How profitable are FX technical trading rules?28 cited
  • 2007Local information in foreign exchange markets26 cited
  • 2009Market Microstructure, Foreign Exchange26 cited