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Foreign Exchange Market Structure, Players, and Evolution (View PDF) |
Joint work with Michael R. King and Dagfinn Rime |
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Hedge Funds and the
Origins of Private Information in Currency Markets (View PDF) |
Joint work with Vitaliy Vandrovych |
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Asymetric Information and the
Foreign-Exchange Spreads of Global Custody Banks (View PDF) |
Joint work with Tanseli Savaser |
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Foreign Exchange
Microstructure: A Survey of the Empirical Literature (View PDF) |
Forthcoming, Springer Encyclopedia of
Complexity and System Science |
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Asymmetric Information
in the Interbank Foreign Exchange Market (View PDF) |
Joint with Geir
H. Bjønnes and Dagfinn
Rime, Norgesbank Working Paper 2008/25 |
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Price Discovery in
Currency Markets (View PDF) |
Joint work with Lukas Menkhoff and Alexander Mende |
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Extreme Returns March 2011 (View PDF) |
Joint work with Tanseli Savaser |
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Liquidity Dynamics in
Limit-Order Markets under Asymmetric Information (View PDF) |
Joint work with Lukas Menkhoff and Maik Schmeling Forthcoming, Journal of Banking and Finance |
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Macro Lessons from
Microstructure
(View
PDF) |
International Journal of Finance
and Economics (January 2006). |
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Currency Orders and
Exchange-Rate Dynamics: An Explanation for the Predictive Success of
Technical Analysis
(View
Abstract) |
Federal Reserve Bank of New York
Staff Report 125: (March 2001). Forthcoming, Journal of Finance |
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Rational Speculators
and Exchange Rate Volatility
(View
Abstract) |
European Economic Review 44
(February 2000): 231-253. Joint
work with John Carlson. |
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Short-Term Speculators
and the Puzzling Behavior of Exchange Rates |
Journal
of International Economics 43, No. 1 (June 1998): 37-58. |
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Exchange Rate Dynamics
and Speculators' Horizons |
Journal of International Money and
Finance 14 (1995): 695-719 |
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Interest Rate Premiums
and the Failure of Uncovered I nterest Rate Parity |
Journal of International Financial
Makets, Institutions and Money, 2, Nº2 (November
1992): 1-26 |
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Factor Prices Under
Integrated Markets for Risky Capital |
European Economic Reveiw 35 (1991): 1311-40 |
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Explaining the Absence
of International Factor - Price Convergence |
Journal of International Money and
Finance 10 (1991): 89-107 |