Carol Osler : Citation Profile


Are you Carol Osler?

Brandeis University

13

H index

15

i10 index

509

Citations

RESEARCH PRODUCTION:

17

Articles

27

Papers

1

Books

RESEARCH ACTIVITY:

   24 years (1987 - 2011). See details.
   Cites by year: 21
   Journals where Carol Osler has often published
   Relations with other researchers
   Recent citing documents: 21.    Total self citations: 11 (2.12 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pos14
   Updated: 2020-09-14    RAS profile: 2011-03-30    
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Relations with other researchers


Works with:

Authors registered in RePEc who have co-authored more than one work in the last five years with Carol Osler.

Is cited by:

Menkhoff, Lukas (32)

Rime, Dagfinn (30)

Taylor, Mark (22)

Reitz, Stefan (15)

Schulmeister, Stephan (14)

King, Michael (12)

Lyons, Richard (11)

Neely, Christopher (11)

Sarno, Lucio (10)

Ledenyov, Dimitri (10)

Ledenyov, Viktor (10)

Cites to:

Lyons, Richard (27)

Rime, Dagfinn (21)

Menkhoff, Lukas (19)

Shleifer, Andrei (16)

Evans, Martin (16)

Payne, Richard (15)

Rogoff, Kenneth (13)

Bjønnes, Geir (12)

Summers, Lawrence (12)

Obstfeld, Maurice (11)

Foucault, Thierry (11)

Main data


Where Carol Osler has published?


Journals with more than one article published# docs
Economic Policy Review3
Journal of International Money and Finance3
European Economic Review2
Journal of International Economics2
Current Issues in Economics and Finance2

Working Papers Series with more than one paper published# docs
Staff Reports / Federal Reserve Bank of New York7
Research Paper / Federal Reserve Bank of New York6
Working Papers / Brandeis University, Department of Economics and International Businesss School3
Department of Economics Working Papers / Department of Economics, Williams College3

Recent works citing Carol Osler (2020 and 2019)


YearTitle of citing document
2020Predictive intraday correlations in stable and volatile market environments: Evidence from deep learning. (2020). Ibikunle, Gbenga ; Moews, Ben. In: Papers. RePEc:arx:papers:2002.10385.

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2019Higher Moments and Exchange Rate Behavior. (2019). Sharma, Susan ; Khademalomoom, Siroos ; Narayan, Paresh Kumar. In: The Financial Review. RePEc:bla:finrev:v:54:y:2019:i:1:p:201-229.

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2020Gold and Oil Prices: Abnormal Returns, Momentum and Contrarian Effects. (2020). Caporale, Guglielmo Maria ; Plastun, Alex. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8445.

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2020How government regulation of interbank financing impacts risk for Chinese commercial banks. (2020). Fu, Jingyuan ; Liu, Bai ; Wang, Shuyao ; Zhang, Ailian. In: Journal of Asian Economics. RePEc:eee:asieco:v:66:y:2020:i:c:s1049007819300983.

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2019The relationship insurance role of financial conglomerates: Evidence from earnings announcements. (2019). Song, Wei-Ling ; Sanger, Gary C ; Chen, Jiun-Lin. In: Journal of Corporate Finance. RePEc:eee:corfin:v:58:y:2019:i:c:p:505-527.

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2019Do the limit orders of proprietary and agency algorithmic traders discover or obscure security prices?. (2019). Banerjee, Ashok ; Nawn, Samarpan. In: Journal of Empirical Finance. RePEc:eee:empfin:v:53:y:2019:i:c:p:109-125.

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2019The role of technical indicators in exchange rate forecasting. (2019). Panopoulou, Ekaterini ; Souropanis, Ioannis. In: Journal of Empirical Finance. RePEc:eee:empfin:v:53:y:2019:i:c:p:197-221.

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2019Does risk premium help uncover the uncovered interest parity failure?. (2019). Kumar, Satish. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:63:y:2019:i:c:s1042443118302725.

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2019Price discrimination against retail Investors: Evidence from mini options. (2019). Zhong, Zhaodong ; Zhao, Chen ; Li, Yubin . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:106:y:2019:i:c:p:50-64.

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2019Overconfidence, subjective perception and pricing behavior. (2019). Karantounias, Anastasios ; Benigno, Pierpaolo. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:164:y:2019:i:c:p:107-132.

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2019Speed and trading behavior in an order-driven market. (2019). Park, Seongkyu (Gilbert) ; Ryu, Doojin. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:53:y:2019:i:c:p:145-164.

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2020Limit order submission risks, order choice, and tick size. (2020). Yamamoto, Ryuichi. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:59:y:2020:i:c:s0927538x19302732.

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2020Predictive intraday correlations in stable and volatile market environments: Evidence from deep learning. (2020). Ibikunle, Gbenga ; Moews, Ben. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:547:y:2020:i:c:s0378437120301503.

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2020Whose trades move stock prices? Evidence from the Taiwan Stock Exchange. (2020). Lin, Zong-Wei ; Hung, Pi-Hsia ; Lien, Donald. In: International Review of Economics & Finance. RePEc:eee:reveco:v:66:y:2020:i:c:p:25-50.

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2020Feedback trading and the ramadan effect in frontier markets. (2020). Andrikopoulos, Panagiotis ; Kallinterakis, Vasileios ; Gad, Samar ; Cui, Yueting. In: Research in International Business and Finance. RePEc:eee:riibaf:v:51:y:2020:i:c:s0275531919306294.

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2020Do bank-affiliated P&C insurers perform better? An empirical investigation. (2020). Moro, Ornella ; Spotorno, Lucia. In: The Geneva Papers on Risk and Insurance - Issues and Practice. RePEc:pal:gpprii:v:45:y:2020:i:2:d:10.1057_s41288-019-00140-y.

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2020Interest-free versus Conventional banks- A Comparative Study using Linear and Nonlinear Panel Regression: Empirical Evidence from Turky and 6 MENA countries. (2020). NEIFAR, MALIKA. In: MPRA Paper. RePEc:pra:mprapa:101028.

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2020Long run comparison analysis and Short run Stability sensitivity: Empirical Evidence from Tunisian Banks. (2020). NEIFAR, MALIKA. In: MPRA Paper. RePEc:pra:mprapa:101029.

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2020Different dimensions Bank performance comparisons IBs vs CBs – Quatar case. (2020). NEIFAR, MALIKA. In: MPRA Paper. RePEc:pra:mprapa:101375.

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2020Modern currency exchange rate behaviour and proposed trend-like forecasting model. (2020). Senzu, Emmanuel Tweneboah. In: MPRA Paper. RePEc:pra:mprapa:99933.

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2019Profitability of alternative methods of combining the signals from technical trading systems. (2019). Brorsen, B ; Banga, Jasdeep S. In: Intelligent Systems in Accounting, Finance and Management. RePEc:wly:isacfm:v:26:y:2019:i:1:p:32-45.

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Works by Carol Osler:


YearTitleTypeCited
2008Short-run Exchange-Rate Dynamics: Theory and Evidence In: CREATES Research Papers.
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paper10
2009Asymmetric information in the interbank foreign exchange market In: Working Paper.
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paper16
2009Overconfidence in Currency Markets In: Working Papers.
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paper15
2010Price Discovery in Currency Markets In: Working Papers.
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paper58
2006Price Discovery in Currency Markets.(2006) In: Hannover Economic Papers (HEP).
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This paper has another version. Agregated cites: 58
paper
2010Extreme Returns: The Case of Currencies In: Working Papers.
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paper12
2010Limit-Order Submission Strategies under Asymmetric Information In: CESifo Working Paper Series.
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paper29
1999Methodical Madness: Technical Analysis and the Irrationality of Exchange-Rate Forecasts. In: Economic Journal.
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article48
1991Factor prices under integrated markets for risky capital In: European Economic Review.
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article0
2000Rational speculators and exchange rate volatility1 In: European Economic Review.
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article16
1998Short-term speculators and the puzzling behaviour of exchange rates In: Journal of International Economics.
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article37
2007The exchange rate in a behavioral finance framework In: Journal of International Economics.
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article0
2010Limit-order submission strategies under asymmetric information In: Journal of Banking & Finance.
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article27
1991Explaining the absence of international factor-price convergence In: Journal of International Money and Finance.
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article2
1995Exchange rate dynamics and speculator horizons In: Journal of International Money and Finance.
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article9
2005Stop-loss orders and price cascades in currency markets In: Journal of International Money and Finance.
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article48
2002Stop-loss orders and price cascades in currency markets.(2002) In: Staff Reports.
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This paper has another version. Agregated cites: 48
paper
1999Second district housing prices: why so weak in the 1990s? In: Current Issues in Economics and Finance.
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article0
2000Rapidly rising corporate debt: are firms now vulnerable to an economic slowdown? In: Current Issues in Economics and Finance.
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article1
2000Support for resistance: technical analysis and intraday exchange rates In: Economic Policy Review.
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article37
2000The changing landscape of the financial services industry: what lies ahead? In: Economic Policy Review.
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article53
2002Introduction In: Economic Policy Review.
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article0
1994The credit slowdown abroad In: Monograph.
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book1
1994In brief: high foreign real interest rates and investment in the 1990s In: Quarterly Review.
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article0
1992Short-term speculators and the origins of near-random walk exchange rate behavior In: Research Paper.
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paper3
1995Short-term speculators and the origins of near-random-walk exchange rate behavior.(1995) In: Staff Reports.
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This paper has another version. Agregated cites: 3
paper
1992Exchange rate dynamics and speculator behavior In: Research Paper.
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paper0
1994Policy stabilization and exchange rate stability In: Research Paper.
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paper0
1994Evaluating chart-based technical analysis: the head-and-shoulder pattern in foreign exchange In: Research Paper.
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paper2
1997Asset market hangovers and economic growth In: Research Paper.
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paper3
1998Asset market hangovers and economic growth: U.S. housing markets In: Research Paper.
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paper2
2001Currency orders and exchange-rate dynamics: explaining the success of technical analysis In: Staff Reports.
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paper6
1996Rational speculators and exchange rate volatility In: Staff Reports.
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paper7
1995Head and shoulders: not just a flaky pattern In: Staff Reports.
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paper25
1998Identifying noise traders: the head-and-shoulders pattern in U.S. equities In: Staff Reports.
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paper1
1999Determinants of current risk premiums In: Staff Reports.
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paper2
2006Macro lessons from microstructure In: International Journal of Finance & Economics.
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article23
1987Portfolio Diversification, Real Interest Rates, and the Balance of Payments In: NBER Working Papers.
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paper0
1987Factor Prices and Welfare Under Integrated Capital Markets In: NBER Working Papers.
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paper0
1988Terms of Trade and the Transmission of Output Shocks in a Rational Expectations Model In: NBER Working Papers.
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paper0
1989Interest Rate Term Premiums and the Failure of the Speculative Efficiency Hypothesis: A Theoretical Investigation In: NBER Working Papers.
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paper0
1997Asset Market Hangovers and Economic Growth: The OECD during 1984-93. In: Oxford Review of Economic Policy.
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article9
2008Extreme Returns without News: A Microstructural Explanation In: Department of Economics Working Papers.
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paper0
2011Asymmetric Information and the Foreign-Exchange Trades of Global Custody Banks In: Department of Economics Working Papers.
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paper4
2011Fertility Responses to Prevention of Mother-to-Child Transmission of HIV In: Department of Economics Working Papers.
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paper3

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