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 2 219 3 7 13 944
An Application of Bayesian Option Pricing to the Soybean Market 0 0 0 5 1 2 3 42
Assessing Goodness-of-Fit of Asset Pricing Models: The Distribution of the Maximal R-Squared 0 0 1 119 20 21 26 345
Bayesian Cross Hedging: An Example From the Soybean Market 0 0 0 1 1 2 5 23
Bayesian Prediction, Entropy, and Option Pricingx 0 0 0 3 1 2 2 19
Can Speculative Trading Explain the Volume-Volatility Relation? 0 0 0 0 1 3 5 780
Customer foreign exchange orders: When timing really does matter 0 0 0 6 1 3 4 40
Does portfolio emulation outperform its target funds? 0 0 0 1 1 2 3 38
Institutional trading and share returns 0 0 0 14 0 0 1 96
Measuring the information content of customer foreign exchange orders 0 0 0 6 0 1 2 35
Strategic Trading When Agents Forecast the Forecasts of Others 2 2 8 337 5 10 22 684
Strategic Trading with Asymmetrically Informed Traders and Long-Lived Information 0 0 0 146 0 2 8 366
The Effect of Public Information and Competition on Trading Volume and Price Volatility 0 0 1 150 0 2 6 449
Variations in Trading Volume, Return Volatility, and Trading Costs: Evidence on Recent Price Formation Models 0 0 0 396 1 1 6 1,121
Total Journal Articles 2 3 12 1,403 35 58 106 4,982


Statistics updated 2026-01-09