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 2 6 201 0 8 30 883
An Application of Bayesian Option Pricing to the Soybean Market 0 0 0 5 0 0 1 35
Assessing Goodness-of-Fit of Asset Pricing Models: The Distribution of the Maximal R-Squared 0 0 0 105 0 3 10 287
Bayesian Cross Hedging: An Example From the Soybean Market 0 0 0 1 0 1 3 14
Bayesian Prediction, Entropy, and Option Pricingx 0 0 0 2 0 1 3 15
Can Speculative Trading Explain the Volume-Volatility Relation? 0 0 0 0 1 5 17 760
Customer foreign exchange orders: When timing really does matter 0 0 0 3 0 1 4 30
Does portfolio emulation outperform its target funds? 0 0 0 1 0 1 2 30
Institutional trading and share returns 0 0 0 10 0 1 6 71
Measuring the information content of customer foreign exchange orders 0 0 2 5 0 2 6 30
Strategic Trading When Agents Forecast the Forecasts of Others 1 3 13 301 1 5 38 589
Strategic Trading with Asymmetrically Informed Traders and Long-Lived Information 0 0 7 133 0 2 26 320
The Effect of Public Information and Competition on Trading Volume and Price Volatility 1 1 3 138 1 1 6 398
Variations in Trading Volume, Return Volatility, and Trading Costs: Evidence on Recent Price Formation Models 1 2 11 375 2 6 28 1,030
Total Journal Articles 3 8 42 1,280 5 37 180 4,492


Statistics updated 2020-09-04