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Market Structure and Inefficiency in the Foreign Exchange Market
16 references·1 citing·40 second hop
Market Structure and Inefficiency in the Foreign Exchange Market (1991)Market Structure and Inefficiency in the …Handbook of International Trade and Development Statistics (1996)Handbook of International Tra…Trading Patterns and Prices in the Interbank Foreign Exchange Market (1993)Trading Patterns and Prices i…Intra-Day and Inter-Market Volatility in Foreign Exchange Rates (1991)Intra-Day and Inter-Market Vo…Meteor Showers or Heat Waves? Heteroskedastic Intra-Daily Volatility in the Foreign Exchange Market (1990)Meteor Showers or Heat Waves?…Chartists, Fundamentalists, and Trading in the Foreign Exchange Market (1990)Chartists, Fundamentalists, a…Response Surfaces: Designs and Analyses (1989)Response Surfaces: Designs an…Limited-Dependent and Qualitative Variables in Econometrics. (1985)Limited-Dependent and Qualita…Discrete-Event System Simulation (1984)Discrete-Event System Simulat…A Simple Implicit Measure of the Effective Bid-Ask Spread in an Efficient Market (1984)A Simple Implicit Measure of …The Dynamics of Dealer Markets Under Competition (1983)The Dynamics of Dealer Market…THE SUPPLY OF DEALER SERVICES IN SECURITIES MARKETS (1978)THE SUPPLY OF DEALER SERVICES…An Inquiry into the Nature and Causes of the Wealth of Nations (1977)An Inquiry into the Nature an…The Distribution of Share Price Changes (1972)The Distribution of Share Pri…EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)EFFICIENT CAPITAL MARKETS: A …Public Regulation of the Securities Markets (1964)Public Regulation of the Secu…Applied Statistical Decision Theory. (1962)Applied Statistical Decision …Microstructure Theory and the Foreign Exchange Market (1991)Microstructure Theory and the…Macroeconomics and Reality (1980)Continuous Auctions and Insider Trading (1985)Chapter 49 Arch models (1994)Do Bulls and Bears Move Across Borders? International Transmission of Stock Returns and Volatility (1994)The econometrics of financial markets (1996)COUNTERSPECULATION, AUCTIONS, AND COMPETITIVE SEALED TENDERS (1961)The Cost of Transacting (1968)Information Effects on the Bid-Ask Spread (1983)Price Formation and Liquidity in the U.S. Treasury Market: The Response to Public Information (1999)Liquidity and Asset Prices (2006)The Flash Crash: High‐Frequency Trading in an Electronic Market (2017)THE PERFORMANCE OF MUTUAL FUNDS IN THE PERIOD 1945–1964 (1968)Optimal dealer pricing under transactions and return uncertainty (1981)Insiders' profits, costs of trading, and market efficiency (1986)Market liquidity as a sentiment indicator (2004)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)The Behavior of Stock-Market Prices (1965)The Valuation of Risk Assets and the Selection of Risky Investments in Stock Portfolios and Capital Budgets (1965)ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES* (1974)Theory of the firm: Managerial behavior, agency costs and ownership structure (1976)Users of the world, unite! The challenges and opportunities of Social Media (2009)Efficient Capital Markets: A Review of Theory and Empirical Work (1970)Bid, ask and transaction prices in a specialist market with heterogeneously informed traders (1985)Stock Market Prices Do Not Follow Random Walks: Evidence from a Simple Specification Test (1988)Efficient Capital Markets: II (1991)RISK, UNCERTAINTY, AND DIVERGENCE OF OPINION (1977)The New Issues Puzzle (1995)Investor Sentiment and the Cross‐Section of Stock Returns (2006)Parallel and distributed simulation systems (2002)Verification and validation of simulation models (2012)Discrete Event System Simulation (2024)The Relationship Between Firm Size and Firm Growth in the US Manufacturing Sector (1987)Conversation and Cooperation in Social Dilemmas (1995)Preferences for Stock Characteristics As Revealed by Mutual Fund Portfolio Holdings (1996)Bandit Processes and Dynamic Allocation Indices (1979)On the aggregation of information in competitive markets (1980)The real term structure and consumption growth (1988)Reciprocity in international relations (1986)Liberal government and techniques of the self (1993)The New Politics of the Welfare State (2001)
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References

  • 1970EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK*15,723 cited
  • 1977An Inquiry into the Nature and Causes of the Wealth of Nations6,809 cited
  • 1984Discrete-Event System Simulation3,639 cited
  • 1984A Simple Implicit Measure of the Effective Bid-Ask Spread in an Efficient Market2,748 cited
  • 1962Applied Statistical Decision Theory.1,443 cited
  • 1978THE SUPPLY OF DEALER SERVICES IN SECURITIES MARKETS1,393 cited
  • 1985Limited-Dependent and Qualitative Variables in Econometrics.1,321 cited
  • 1990Meteor Showers or Heat Waves? Heteroskedastic Intra-Daily Volatility in the Foreign Exchange Market840 cited
  • 1983The Dynamics of Dealer Markets Under Competition783 cited
  • 1964Public Regulation of the Securities Markets679 cited
  • 1972The Distribution of Share Price Changes533 cited
  • 1991Intra-Day and Inter-Market Volatility in Foreign Exchange Rates489 cited
  • 1993Trading Patterns and Prices in the Interbank Foreign Exchange Market365 cited
  • 1990Chartists, Fundamentalists, and Trading in the Foreign Exchange Market347 cited
  • 1996Handbook of International Trade and Development Statistics225 cited

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  • 1989Response Surfaces: Designs and Analyses219 cited
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    • 1991Microstructure Theory and the Foreign Exchange Market34 cited