Access Statistics for Frederick Douglas Foster

Author contact details at EconPapers.

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Theory of the Interday Variations in Volume, Variance, and Trading Costs in Securities Markets 1 3 19 191 10 17 52 827
An Application of Bayesian Option Pricing to the Soybean Market 0 0 0 4 1 1 2 32
Assessing Goodness-of-Fit of Asset Pricing Models: The Distribution of the Maximal R-Squared 0 0 2 105 1 2 4 272
Bayesian Cross Hedging: An Example From the Soybean Market 0 0 0 1 0 0 0 11
Bayesian Prediction, Entropy, and Option Pricingx 0 0 0 1 0 0 0 9
Can Speculative Trading Explain the Volume-Volatility Relation? 0 0 0 0 1 3 7 734
Customer foreign exchange orders: When timing really does matter 0 0 0 3 0 0 0 24
Does portfolio emulation outperform its target funds? 0 0 0 1 0 0 2 27
Institutional trading and share returns 0 0 1 8 0 0 2 59
Measuring the information content of customer foreign exchange orders 0 0 0 3 0 0 2 21
Strategic Trading When Agents Forecast the Forecasts of Others 0 4 14 278 0 5 27 529
Strategic Trading with Asymmetrically Informed Traders and Long-Lived Information 0 0 5 116 0 1 16 273
The Effect of Public Information and Competition on Trading Volume and Price Volatility 0 0 6 135 1 1 13 382
Variations in Trading Volume, Return Volatility, and Trading Costs: Evidence on Recent Price Formation Models 0 0 1 352 0 2 11 976
Total Journal Articles 1 7 48 1,198 14 32 138 4,176
1 registered items for which data could not be found


Statistics updated 2018-10-03