-
1
-
-
0344973042
-
-
NBER Working Papers 9222, National Bureau of Economic Research, Inc
-
Barberis N, Thaler R. 2002. A survey of behavioral finance. NBER Working Papers 9222, National Bureau of Economic Research, Inc.
-
(2002)
A survey of behavioral finance
-
-
Barberis, N.1
Thaler, R.2
-
2
-
-
33644882770
-
Anatomy of a government intervention in index stocks - price pressure or information effects?
-
Bhanot K, Kadapakkam PR. 2006. Anatomy of a government intervention in index stocks - price pressure or information effects? Journal of Business 79(2): 963-986.
-
(2006)
Journal of Business
, vol.79
, Issue.2
, pp. 963-986
-
-
Bhanot, K.1
Kadapakkam, P.R.2
-
4
-
-
4043089417
-
Hedge funds and the technology bubble
-
Brunnermeier MK, Nagel S. 2004. Hedge funds and the technology bubble. Journal of Finance 59(5): 2013-2040.
-
(2004)
Journal of Finance
, vol.59
, Issue.5
, pp. 2013-2040
-
-
Brunnermeier, M.K.1
Nagel, S.2
-
5
-
-
3843101529
-
Investor sophistication and the mispricing of accruals
-
Collins DW, Gong G, Hribar P. 2003. Investor sophistication and the mispricing of accruals. Review of Accounting Studies 8(2-3): 251-276.
-
(2003)
Review of Accounting Studies
, vol.8
, Issue.2-3
, pp. 251-276
-
-
Collins, D.W.1
Gong, G.2
Hribar, P.3
-
6
-
-
84936526743
-
Noise trader risk in financial markets
-
DeLong JB, Shleifer A, Summers L, Waldmann RJ. 1990. Noise trader risk in financial markets. Journal of Political Economy 98(4): 703-738.
-
(1990)
Journal of Political Economy
, vol.98
, Issue.4
, pp. 703-738
-
-
DeLong, J.B.1
Shleifer, A.2
Summers, L.3
Waldmann, R.J.4
-
7
-
-
0036340669
-
Exchange rate pass-through, exchange rate volatility, and exchange rate disconnect
-
Devereux MB, Engel C. 2002. Exchange rate pass-through, exchange rate volatility, and exchange rate disconnect. Journal of Monetary Economics 49(5): 913-940.
-
(2002)
Journal of Monetary Economics
, vol.49
, Issue.5
, pp. 913-940
-
-
Devereux, M.B.1
Engel, C.2
-
9
-
-
0036334308
-
Comment on: Exchange rate pass-through, exchange rate volatility, and exchange rate disconnect
-
Duarte M, Stockman AC. 2002. Comment on: exchange rate pass-through, exchange rate volatility, and exchange rate disconnect. Journal of Monetary Economics 49(5): 941-946.
-
(2002)
Journal of Monetary Economics
, vol.49
, Issue.5
, pp. 941-946
-
-
Duarte, M.1
Stockman, A.C.2
-
10
-
-
0030163502
-
The forward discount anomaly and the risk premium: A survey of recent evidence
-
Engel C. 1996. The forward discount anomaly and the risk premium: a survey of recent evidence. Journal of Empirical Finance 3(2): 123-192.
-
(1996)
Journal of Empirical Finance
, vol.3
, Issue.2
, pp. 123-192
-
-
Engel, C.1
-
11
-
-
0033938808
-
Long-run PPP may not hold after all
-
Engel C. 2000. Long-run PPP may not hold after all. Journal of International Economics 51(2): 243-273.
-
(2000)
Journal of International Economics
, vol.51
, Issue.2
, pp. 243-273
-
-
Engel, C.1
-
13
-
-
0000131597
-
Using survey data to test standard propositions regarding exchange rate expectations
-
Frankel JA, Froot KA. 1987. Using survey data to test standard propositions regarding exchange rate expectations. American Economic Review 77(l): 133-153.
-
(1987)
American Economic Review
, vol.77
, Issue.L
, pp. 133-153
-
-
Frankel, J.A.1
Froot, K.A.2
-
15
-
-
0035622759
-
Risky arbitrage, limits of arbitrage, and nonlinear adjustment in the dividend-price ratio
-
Gallagher LA, Taylor MP. 2001. Risky arbitrage, limits of arbitrage, and nonlinear adjustment in the dividend-price ratio. Economic Inquiry 39(4): 524-536.
-
(2001)
Economic Inquiry
, vol.39
, Issue.4
, pp. 524-536
-
-
Gallagher, L.A.1
Taylor, M.P.2
-
16
-
-
13844277050
-
Short- and long-term demand curves for stocks: Theory and evidence on the dynamics of arbitrage
-
Greenwood R. 2005. Short- and long-term demand curves for stocks: theory and evidence on the dynamics of arbitrage. Journal of Financial Economics 75(3): 607-649.
-
(2005)
Journal of Financial Economics
, vol.75
, Issue.3
, pp. 607-649
-
-
Greenwood, R.1
-
17
-
-
0010788653
-
The empirical evidence on the efficiency of forward and futures foreign exchange markets
-
Lesourne J, Sonnenschein H eds, Harwood: New York
-
Hodrick RJ. 1987. The empirical evidence on the efficiency of forward and futures foreign exchange markets, In Fundamentals of Pure and Applied Economics, vol. 24, Lesourne J, Sonnenschein H (eds). Harwood: New York.
-
(1987)
Fundamentals of Pure and Applied Economics
, vol.24
-
-
Hodrick, R.J.1
-
19
-
-
0033445337
-
Exchange rates and monetary fundamentals: What do we learn from long-horizon regressions?
-
Kilian L. 1999. Exchange rates and monetary fundamentals: what do we learn from long-horizon regressions? Journal of Applied Econometrics 14(5): 491-510.
-
(1999)
Journal of Applied Econometrics
, vol.14
, Issue.5
, pp. 491-510
-
-
Kilian, L.1
-
21
-
-
0000043604
-
The profitability of U.S. intervention in the foreign exchange markets
-
Leahy MP. 1995. The profitability of U.S. intervention in the foreign exchange markets. Journal of International Money and Finance 14(6): 823-844.
-
(1995)
Journal of International Money and Finance
, vol.14
, Issue.6
, pp. 823-844
-
-
Leahy, M.P.1
-
22
-
-
0035154184
-
Nominal exchange rates and monetary fundamentals: Evidence from a small post-bretton woods panel
-
Mark N, Sul D. 2001. Nominal exchange rates and monetary fundamentals: evidence from a small post-bretton woods panel. Journal of International Economics 53(l): 29-52.
-
(2001)
Journal of International Economics
, vol.53
, Issue.L
, pp. 29-52
-
-
Mark, N.1
Sul, D.2
-
24
-
-
10944268066
-
Non-linear dynamics in international stock market returns
-
McMillan DG. 2005. Non-linear dynamics in international stock market returns. Review of Financial Economics 14(l): 81-91.
-
(2005)
Review of Financial Economics
, vol.14
, Issue.L
, pp. 81-91
-
-
McMillan, D.G.1
-
25
-
-
33846907054
-
Empirical exchange rate models of the seventies: Do they fit out of sample?
-
Meese RA, Rogoff K. 1983. Empirical exchange rate models of the seventies: do they fit out of sample? Journal of International Economics 14(1-2): 3-24.
-
(1983)
Journal of International Economics
, vol.14
, Issue.1-2
, pp. 3-24
-
-
Meese, R.A.1
Rogoff, K.2
-
27
-
-
0042273578
-
Nominal exchange rate regimes and the behavior of real exchange rates: Evidence and implications
-
Karl B, Meltzer AH eds
-
Mussa M. 1986. Nominal exchange rate regimes and the behavior of real exchange rates: evidence and implications. In Carnegie-Rochester, Conference Series on Public Policy: Real Business Cycles, Real Exchange Rates, and Actual Policies, vol. 25, Karl B, Meltzer AH (eds). 117-214.
-
(1986)
Carnegie-Rochester, Conference Series on Public Policy: Real Business Cycles, Real Exchange Rates, and Actual Policies
, vol.25
, pp. 117-214
-
-
Mussa, M.1
-
28
-
-
0002492940
-
Technical analysis in the foreign exchange market: A layman's guide
-
Neely CJ. 1997. Technical analysis in the foreign exchange market: a layman's guide. Federal Reserve Bank of St. Louis Review 79(5): 23-38.
-
(1997)
Federal Reserve Bank of St. Louis Review
, vol.79
, Issue.5
, pp. 23-38
-
-
Neely, C.J.1
-
29
-
-
0002928530
-
Technical analysis and the profitability of U.S. foreign exchange intervention
-
Neely CJ. 1998. Technical analysis and the profitability of U.S. foreign exchange intervention. Federal Reserve Bank of St. Louis Review 80(4): 3-17.
-
(1998)
Federal Reserve Bank of St. Louis Review
, vol.80
, Issue.4
, pp. 3-17
-
-
Neely, C.J.1
-
30
-
-
34249068715
-
-
Neely CJ. 2005. The case for foreign exchange intervention: the government as an active reserve manager. Federal Reserve Bank of St. Louis Working Paper, 2004-031B.
-
Neely CJ. 2005. The case for foreign exchange intervention: the government as an active reserve manager. Federal Reserve Bank of St. Louis Working Paper, 2004-031B.
-
-
-
-
31
-
-
0141589707
-
How well do monetary fundamentals forecast exchange rates?
-
Neely CJ, Sarno L. 2002. How well do monetary fundamentals forecast exchange rates? Federal Reserve Bank of St. Louis Review 84(5): 51-74.
-
(2002)
Federal Reserve Bank of St. Louis Review
, vol.84
, Issue.5
, pp. 51-74
-
-
Neely, C.J.1
Sarno, L.2
-
32
-
-
0031328861
-
Is technical analysis in the foreign exchange market profitable? A genetic programming approach
-
Neely CJ, Weller PA, Dittmar RD. 1997. Is technical analysis in the foreign exchange market profitable? A genetic programming approach. Journal of Financial and Quantitative Analysis 32(4): 405-426.
-
(1997)
Journal of Financial and Quantitative Analysis
, vol.32
, Issue.4
, pp. 405-426
-
-
Neely, C.J.1
Weller, P.A.2
Dittmar, R.D.3
-
33
-
-
0036888014
-
Testing the monetary model of exchange rate determination: New evidence from a century of data
-
Rapach DE, Wohar ME. 2002. Testing the monetary model of exchange rate determination: new evidence from a century of data. Journal of International Economics 58(2): 359-385.
-
(2002)
Journal of International Economics
, vol.58
, Issue.2
, pp. 359-385
-
-
Rapach, D.E.1
Wohar, M.E.2
-
34
-
-
30844442295
-
The microstructure of the foreign exchange market: A selective survey of the literature
-
Princeton University: Princeton, NJ
-
Sarno L, Taylor MP. 2001. The microstructure of the foreign exchange market: a selective survey of the literature. Princeton Studies in International Economics vol. 89. Princeton University: Princeton, NJ.
-
(2001)
Princeton Studies in International Economics
, vol.89
-
-
Sarno, L.1
Taylor, M.P.2
-
36
-
-
0002276543
-
The foreign-exchange costs of central bank intervention: Evidence from Sweden
-
Sjöö B, Sweeney RJ. 2001. The foreign-exchange costs of central bank intervention: evidence from Sweden. Journal of International Money and Finance 20(2): 219-247.
-
(2001)
Journal of International Money and Finance
, vol.20
, Issue.2
, pp. 219-247
-
-
Sjöö, B.1
Sweeney, R.J.2
-
37
-
-
15544366424
-
Why are most funds open-end? Competition and the limits of arbitrage
-
Stein JC. 2005. Why are most funds open-end? Competition and the limits of arbitrage. Quarterly Journal of Economics 120(1): 247-272.
-
(2005)
Quarterly Journal of Economics
, vol.120
, Issue.1
, pp. 247-272
-
-
Stein, J.C.1
-
38
-
-
0000935002
-
Beating the foreign exchange market
-
Sweeney RJ. 1986. Beating the foreign exchange market. Journal of Finance 41(l): 163-182.
-
(1986)
Journal of Finance
, vol.41
, Issue.L
, pp. 163-182
-
-
Sweeney, R.J.1
-
39
-
-
0031521464
-
Do central banks lose on foreign-exchange intervention? A review article
-
Sweeney RJ. 1997. Do central banks lose on foreign-exchange intervention? A review article. Journal of Banking and Finance 21(11-12): 1667-1684.
-
(1997)
Journal of Banking and Finance
, vol.21
, Issue.11-12
, pp. 1667-1684
-
-
Sweeney, R.J.1
|