RobHayward's microstructure [34 articles] Export

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	Stock Market Trading Volume [My Copy] Social Science Research Network Working Paper Series (16 May 2009) by Andrew W. Lo, Jiang Wang posted to equity markets microstructure by RobHayward on 2009-06-03 08:09:27 as
	Market Microstructure Theory [My Copy] (13 March 1998) by Maureen O'Hara posted to microstructure by RobHayward on 2009-05-19 11:52:12 as along with 4 people lehalle jchau nmdang pjaiprak
	Order Flow and Exchange Rate Dynamics [My Copy] The Journal of Political Economy, Vol. 110, No. 1. (2002), pp. 170-180. by Martin D. D. Evans, Richard K. Lyons posted to fx microstructure by RobHayward on 2009-05-14 13:19:10 as along with 1 person wigmapoole
	The impact of heterogeneous trading rules on the limit order book and order flows [My Copy] Journal of Economic Dynamics and Control, Vol. 33, No. 3. (March 2009), pp. 525-537. by Carl Chiarella, Giulia Iori, Josep Perelló posted to behaviour markets microstructure by RobHayward on 2009-02-17 16:22:18 as along with 3 people gi0rgi0ne lehalle ShureG
	Market microstructure: A survey [My Copy] Journal of Financial Markets, Vol. 3, No. 3. (August 2000), pp. 205-258. by A. Madhavan posted to microstructure by RobHayward on 2009-02-13 08:17:26 as along with 1 person eGiere
	The Continuing Puzzle of Short Horizon Exchange Rate Forecasting [My Copy] National Bureau of Economic Research Working Paper Series (June 2008), 14071. by Kenneth S. Rogoff, Vania Stavrakeva posted to forecast fx microstructure by RobHayward on 2008-12-11 10:13:39 as
	Liquidity Risk and Correlation Risk: A Clinical Study of the General Motors and Ford Downgrade of May 2005 [My Copy] (February 2008) by Viral V. Acharya, Stephen Schaefer, Yili Zang posted to credit finance microstructure by RobHayward on 2008-08-14 07:56:35 as
	The Microstructure Approach to Exchange Rates [My Copy] (01 March 2006) by Richard K. Lyons posted to fx microstructure by RobHayward on 2008-08-13 20:33:28 as along with 1 person andrest
	Noise Trader Risk in Financial Markets [My Copy] The Journal of Political Economy, Vol. 98, No. 4. (1990), pp. 703-738. by Bradford J. Delong, Andrei Shleifer, Lawrence H. Summers, Robert J. Waldmann posted to behaviour emh expectations finance microstructure momentum noise by RobHayward on 2008-07-30 10:54:25 as along with 1 person toomash
	Do Bears and Bulls Move Across Borders? International Transmission of Stock Returns and Volatility [My Copy] The Review of Financial Studies, Vol. 7, No. 3. (1994), pp. 507-538. by Wen-Ling Lin, Robert F. Engle, Takatoshi Ito posted to capm finance information microstructure by RobHayward on 2008-06-25 08:05:23 as
	Legal insider trading and market efficiency [My Copy] Journal of Banking & Finance, Vol. 32, No. 7. (July 2008), pp. 1379-1392. by Nihat Aktas, Eric de Bodt, Hervé Van Oppens posted to information microstructure by RobHayward on 2008-05-26 09:18:41 as
	The Timing and Funding of CHAPS Sterling Payments [My Copy] FRBNY Economic Policy Review (2008) by Christopher Becher, Marco Galbiati, Merxe Tudela posted to bank liquidity microstructure by RobHayward on 2008-03-19 19:56:07 as
	Liquidity and correlation risk: A clinical study of the General Motors and Ford downgrade of May 2005 [My Copy] (February 2008) by Viral V. Acharya, Stephen Schaefer, Yili Zhang posted to finance liquidity markets microstructure by RobHayward on 2008-03-16 19:53:17 as
	Traders' Expectations in Asset Markets: Experimental Evidence [My Copy] The American Economic Review, Vol. 97, No. 5. (December 2007), pp. 1901-1920. by Haruvy, Ernan, Lahav, Yaron, Noussair, N. Charles posted to behaviour expectations microstructure trading by RobHayward on 2008-03-03 21:04:31 as
	The Returns to Currency Speculation [My Copy] (October 2006) by Craig Burnside, Martin Eichenbaum, Isaac Kleshchelski, Sergio Rebelo posted to emh forward fx microstructure by RobHayward on 2008-03-02 20:14:38 as
	The information content of net buying pressure: Evidence from the KOSPI 200 index option market [My Copy] Journal of Financial Markets, Vol. 11, No. 1. (February 2008), pp. 36-56. by Jangkoo Kang, Hyoung-Jin Park posted to behaviour microstructure momentum sentiment by RobHayward on 2008-01-17 09:36:42 as
	Contrarian and momentum profitability revisited: Evidence from the London Stock Exchange 1964-2005 [My Copy] Journal of Multinational Financial Management, Vol. 17, No. 5. (December 2007), pp. 432-447. by Emilios C. Galariotis, Phil Holmes, Xiaodong S. Ma posted to behaviour emh microstructure momentum by RobHayward on 2007-11-08 12:34:54 as
	How Do Treasury Dealers Manage Their Positions [My Copy] FRNY Staff Report 299 (August 2007) by Michael J. Fleming, Joshua V. Rosenberg posted to bond markets microstructure by RobHayward on 2007-08-23 09:53:27 as
	Rational Frenzies and Crashes [My Copy] Journal of Political Economy, Vol. 102, No. 11. by Jeremy Bulow, Paul Klemperer posted to microstructure trading by RobHayward on 2007-08-17 08:42:26 as
	The informational role of open interest in futures markets [My Copy] Applied Economics Letters, Vol. 11, No. 9. (2004), pp. 569-573. by Jian Yang, David A. Bessler, Hung-Gay Fung posted to commodities finance information microstructure momentum by RobHayward on 2007-06-28 06:20:52 as along with 1 person chapados
	Price Impacts of Deals and Predictability of the Exchange Rate Movements [My Copy] NBER Working Paper No.12682 (November 2006) by T. Ito, Y. Hashimoto posted to fx microstructure by RobHayward on 2007-04-14 08:07:47 as
	Dealer behavior in the specials market for US Treasury securities [My Copy] Journal of Financial Intermediation, Vol. 16, No. 2. (April 2007), pp. 204-228. by Michael J. Fleming, Kenneth D. Garbade posted to bond finance markets microstructure by RobHayward on 2007-04-12 10:01:26 as
	Market Structure and Dealers' Quoting Behavior In the Foreign Exchange Market [My Copy] Journal of International Financial Markets, Institutions and Money, Vol. In Press, Accepted Manuscript by Liang Ding posted to fx markets microstructure by RobHayward on 2007-03-18 16:16:38 as
	The microstructure of the Canada/U.S. dollar exchange rate: A robustness test [My Copy] Economics Letters, Vol. In Press, Corrected Proof by Nikola Gradojevic posted to fx microstructure by RobHayward on 2006-12-12 08:25:47 as
	Order book characteristics and the volume-volatility relation: Empirical evidence from a limit order market [My Copy] Journal of Financial Markets, Vol. 9, No. 4. (November 2006), pp. 408-432. by Randi Naes, Johannes A. Skjeltorp posted to microstructure by RobHayward on 2006-11-07 08:22:13 as
	Microstructure effects, bid-ask spreads and volatility in the spot foreign exchange market pre and post-EMU [My Copy] Global Finance Journal, Vol. 17, No. 1. (September 2006), pp. 23-49. by Frank Mcgroarty, Ap, Stephen Thomas posted to fx microstructure by RobHayward on 2006-09-29 17:27:34 as
	Flight-to-Quality or Flight-to-Liquidity? Evidence from the Euro-Area Bond Market [My Copy] NBER Working Paper No. W12376 by Alessandro Beber, Michael Brandt, Kenneth Kavajecz posted to bond liquidity microstructure by RobHayward on 2006-09-29 07:01:14 as
	Clustering and psychological barriers in exchange rates [My Copy] Journal of International Financial Markets, Institutions and Money, Vol. 16, No. 4. (October 2006), pp. 318-344. by Jason Mitchell, H. Y. Izan posted to behaviour fx microstructure by RobHayward on 2006-09-01 14:02:26 as
	Profits and speculation in intra-day foreign exchange trading [My Copy] Journal of Financial Markets, Vol. 9, No. 3. (August 2006), pp. 223-245. by Alexander Mende, Lukas Menkhoff posted to fx microstructure by RobHayward on 2006-08-07 07:19:00 as
	Asset Prices When Agents are Marked-to-Market [My Copy] NBER Working Paper No. W12075 by Gary Gorton, Ping He, Lixin Huang posted to markets microstructure by RobHayward on 2006-05-19 06:01:21 as
	Momentum and post-earnings-announcement drift anomalies: The role of liquidity risk [My Copy] Journal of Financial Economics, Vol. 80, No. 2. (May 2006), pp. 309-349. by Ronnie Sadka posted to behaviour capm equity finance microstructure by RobHayward on 2006-05-02 13:10:30 as
	Variation, jumps, market frictions and high frequency data in financial econometrics [My Copy] No 2005-W16, Economics Papers from Economics Group, Nuffield College, University of Oxford by Ole posted to markets microstructure by RobHayward on 2006-04-15 10:18:00 as
	The transition to electronic trading in the secondary treasury market [My Copy] No 2006-012, Working Papers from Federal Reserve Bank of St. Louis by Bruce Mizrach, Christopher J. Neely posted to microstructure finance markets by RobHayward on 2006-04-15 10:07:52 as
	Were bid-ask spreads in the FX market excessive during the Asian crisis? [My Copy] International Review of Financial Analysis, Vol. In Press, Corrected Proof by Torbjorn Becker, Amadou Sy posted to fx microstructure by RobHayward on 2006-04-06 16:12:58 as

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RobHayward's microstructure [34 articles] Export

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