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 0 1 2 220 4 5 27 963
An Application of Bayesian Option Pricing to the Soybean Market 0 0 0 5 0 0 6 46
Assessing Goodness-of-Fit of Asset Pricing Models: The Distribution of the Maximal R-Squared 0 0 0 119 0 1 47 370
Bayesian Cross Hedging: An Example From the Soybean Market 0 0 0 1 0 1 4 25
Bayesian Prediction, Entropy, and Option Pricingx 0 0 0 3 2 3 12 29
Can Speculative Trading Explain the Volume-Volatility Relation? 0 0 0 0 0 1 14 791
Customer foreign exchange orders: When timing really does matter 0 0 0 6 0 0 7 44
Does portfolio emulation outperform its target funds? 0 0 0 1 0 2 9 45
Institutional trading and share returns 0 0 0 14 0 2 11 107
Measuring the information content of customer foreign exchange orders 0 0 0 6 1 2 7 41
Strategic Trading When Agents Forecast the Forecasts of Others 0 0 6 341 0 2 32 705
Strategic Trading with Asymmetrically Informed Traders and Long-Lived Information 1 2 2 148 2 5 18 380
The Effect of Public Information and Competition on Trading Volume and Price Volatility 0 1 1 151 2 5 18 465
Variations in Trading Volume, Return Volatility, and Trading Costs: Evidence on Recent Price Formation Models 0 0 0 396 2 3 16 1,135
Total Journal Articles 1 4 11 1,411 13 32 228 5,146


Statistics updated 2026-09-10