Access Statistics for Carol Osler

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Asset market hangovers and economic growth 0 0 1 94 0 0 1 273
Asset market hangovers and economic growth: U.S. housing markets 0 0 0 189 0 0 2 690
Asymmetric Information and the Foreign-Exchange Trades of Global Custody Banks 0 0 0 61 0 0 0 214
Asymmetric information in the interbank foreign exchange market 0 0 0 98 1 1 4 320
Currency orders and exchange-rate dynamics: explaining the success of technical analysis 1 1 1 1,175 1 1 4 2,552
Determinants of current risk premiums 0 0 1 284 0 1 2 899
Evaluating chart-based technical analysis: the head-and-shoulder pattern in foreign exchange 0 0 0 4 0 1 8 1,366
Exchange rate dynamics and speculator behavior 0 0 0 0 1 1 2 307
Extreme Returns without News: A Microstructural Explanation 0 0 1 93 0 0 2 218
Extreme Returns: The Case of Currencies 0 0 2 159 0 0 4 349
Factor Prices and Welfare Under Integrated Capital Markets 0 0 0 25 0 0 0 195
Head and shoulders: not just a flaky pattern 0 0 0 806 0 0 0 2,867
Identifying noise traders: the head-and-shoulders pattern in U.S. equities 0 0 1 424 0 0 5 1,403
Interest Rate Term Premiums and the Failure of the Speculative Efficiency Hypothesis: A Theoretical Investigation 0 0 0 20 0 0 2 157
Limit-Order Submission Strategies under Asymmetric Information 0 0 0 125 0 1 2 309
Overconfidence in Currency Markets 0 0 1 74 0 1 12 324
Policy stabilization and exchange rate stability 0 0 0 1 0 0 1 140
Portfolio Diversification, Real Interest Rates, and the Balance of Payments 0 0 0 41 0 0 0 278
Price Discovery in Currency Markets 0 0 0 235 0 0 4 730
Price Discovery in Currency Markets 0 0 1 158 1 2 4 509
Rational speculators and exchange rate volatility 0 0 1 428 0 1 4 1,388
Short-run Exchange-Rate Dynamics: Theory and Evidence 0 0 1 305 0 0 1 959
Short-term speculators and the origins of near-random walk exchange rate behavior 0 0 0 0 1 1 3 183
Short-term speculators and the origins of near-random-walk exchange rate behavior 0 0 0 94 0 0 1 480
Stop-loss orders and price cascades in currency markets 0 1 1 552 0 2 7 1,986
Terms of Trade and the Transmission of Output Shocks in a Rational Expectations Model 0 0 1 18 0 0 1 125
Total Working Papers 1 2 13 5,463 5 13 76 19,221


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Asset Market Hangovers and Economic Growth: The OECD during 1984-93 0 0 0 0 0 0 2 191
Exchange rate dynamics and speculator horizons 0 0 1 55 1 2 3 170
Explaining the absence of international factor-price convergence 0 0 0 14 0 0 0 54
Factor prices under integrated markets for risky capital 0 0 0 3 0 0 0 33
In brief: high foreign real interest rates and investment in the 1990s 0 0 0 7 0 0 2 51
Introduction 0 0 0 25 0 0 1 290
Limit-order submission strategies under asymmetric information 0 0 1 44 0 0 2 189
Macro lessons from microstructure 0 0 0 124 0 0 2 360
Methodical Madness: Technical Analysis and the Irrationality of Exchange-Rate Forecasts 0 0 0 370 0 0 9 915
Rapidly rising corporate debt: are firms now vulnerable to an economic slowdown? 0 0 0 402 0 1 2 1,064
Rational speculators and exchange rate volatility1 0 0 0 25 0 0 0 122
Second district housing prices: why so weak in the 1990s? 0 0 0 15 0 0 0 172
Short-term speculators and the puzzling behaviour of exchange rates 0 0 2 75 0 0 3 195
Stop-loss orders and price cascades in currency markets 2 2 4 84 4 8 13 282
Support for resistance: technical analysis and intraday exchange rates 2 2 5 1,168 6 13 27 3,518
The changing landscape of the financial services industry: what lies ahead? 0 0 2 326 0 1 5 1,001
The exchange rate in a behavioral finance framework 0 1 1 271 0 2 3 536
Total Journal Articles 4 5 16 3,008 11 27 74 9,143


Book File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
The credit slowdown abroad 0 0 0 0 0 0 1 120
Total Books 0 0 0 0 0 0 1 120


Statistics updated 2025-07-04