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 0 2 217 2 2 7 933
An Application of Bayesian Option Pricing to the Soybean Market 0 0 0 5 0 0 0 39
Assessing Goodness-of-Fit of Asset Pricing Models: The Distribution of the Maximal R-Squared 0 0 2 118 0 0 6 319
Bayesian Cross Hedging: An Example From the Soybean Market 0 0 0 1 2 2 2 20
Bayesian Prediction, Entropy, and Option Pricingx 0 0 0 3 0 0 0 17
Can Speculative Trading Explain the Volume-Volatility Relation? 0 0 0 0 2 2 5 777
Customer foreign exchange orders: When timing really does matter 0 0 0 6 0 0 0 36
Does portfolio emulation outperform its target funds? 0 0 0 1 0 0 0 35
Institutional trading and share returns 0 0 0 14 0 1 4 95
Measuring the information content of customer foreign exchange orders 0 0 0 6 1 1 2 34
Strategic Trading When Agents Forecast the Forecasts of Others 1 2 3 330 1 3 9 663
Strategic Trading with Asymmetrically Informed Traders and Long-Lived Information 0 0 3 146 0 0 8 358
The Effect of Public Information and Competition on Trading Volume and Price Volatility 1 2 5 150 1 4 8 444
Variations in Trading Volume, Return Volatility, and Trading Costs: Evidence on Recent Price Formation Models 0 0 3 396 1 4 11 1,116
Total Journal Articles 2 4 18 1,393 10 19 62 4,886


Statistics updated 2025-02-05