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 2 219 6 10 17 950
An Application of Bayesian Option Pricing to the Soybean Market 0 0 0 5 4 5 7 46
Assessing Goodness-of-Fit of Asset Pricing Models: The Distribution of the Maximal R-Squared 0 0 1 119 19 40 45 364
Bayesian Cross Hedging: An Example From the Soybean Market 0 0 0 1 1 2 4 24
Bayesian Prediction, Entropy, and Option Pricingx 0 0 0 3 3 5 5 22
Can Speculative Trading Explain the Volume-Volatility Relation? 0 0 0 0 7 10 10 787
Customer foreign exchange orders: When timing really does matter 0 0 0 6 2 4 6 42
Does portfolio emulation outperform its target funds? 0 0 0 1 1 2 4 39
Institutional trading and share returns 0 0 0 14 1 1 2 97
Measuring the information content of customer foreign exchange orders 0 0 0 6 1 1 2 36
Strategic Trading When Agents Forecast the Forecasts of Others 0 2 7 337 9 15 30 693
Strategic Trading with Asymmetrically Informed Traders and Long-Lived Information 0 0 0 146 2 2 10 368
The Effect of Public Information and Competition on Trading Volume and Price Volatility 0 0 0 150 5 7 10 454
Variations in Trading Volume, Return Volatility, and Trading Costs: Evidence on Recent Price Formation Models 0 0 0 396 4 5 9 1,125
Total Journal Articles 0 2 10 1,403 65 109 161 5,047


Statistics updated 2026-02-12