| Journal Article |
File Downloads |
Abstract Views |
| Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
| A market microstructure analysis of the Canadian dollar depreciation episodes in the 1990s |
0 |
0 |
0 |
27 |
0 |
1 |
1 |
210 |
| A new wavelet-based ultra-high-frequency analysis of triangular currency arbitrage |
0 |
0 |
1 |
14 |
0 |
1 |
7 |
76 |
| Asymmetry of information flow between volatilities across time scales |
0 |
1 |
1 |
35 |
0 |
1 |
2 |
133 |
| Brexit and foreign exchange market expectations: Could it have been predicted? |
0 |
0 |
0 |
15 |
2 |
2 |
2 |
38 |
| Causality between Regional Stock Markets: A Frequency Domain Approach |
0 |
0 |
1 |
1 |
2 |
2 |
4 |
4 |
| Clustering and Classification in Option Pricing |
0 |
1 |
1 |
28 |
1 |
3 |
7 |
163 |
| Crash of '87 -- Was it expected?: Aggregate market fears and long-range dependence |
0 |
0 |
0 |
25 |
2 |
3 |
5 |
84 |
| Drilling Deeper: Non-Linear, Non-Parametric Natural Gas Price and Volatility Forecasting |
0 |
3 |
9 |
9 |
1 |
6 |
18 |
20 |
| Fear, extreme fear and U.S. stock market returns |
0 |
1 |
5 |
5 |
1 |
3 |
12 |
12 |
| Forecasting Bitcoin with technical analysis: A not-so-random forest? |
0 |
5 |
15 |
84 |
3 |
11 |
48 |
188 |
| Foreign exchange customers and dealers: Who’s driving whom? |
0 |
0 |
0 |
5 |
1 |
1 |
2 |
31 |
| Frequency domain analysis of foreign exchange order flows |
0 |
0 |
0 |
21 |
0 |
0 |
1 |
65 |
| Fuzzy logic, trading uncertainty and technical trading |
0 |
0 |
5 |
177 |
3 |
5 |
16 |
506 |
| Heterogeneous investment horizons, risk regimes, and realized jumps |
0 |
0 |
0 |
2 |
0 |
1 |
5 |
26 |
| Informativeness of trade size in foreign exchange markets |
0 |
0 |
0 |
12 |
0 |
1 |
4 |
66 |
| Informed traders’ arrival in foreign exchange markets: Does geography matter? |
0 |
0 |
0 |
9 |
1 |
1 |
5 |
58 |
| Investment information content in Bollinger Bands? |
0 |
1 |
1 |
2 |
2 |
10 |
19 |
22 |
| Multi-criteria classification for pricing European options |
0 |
0 |
0 |
5 |
1 |
3 |
4 |
51 |
| Multiscale analysis of foreign exchange order flows and technical trading profitability |
0 |
0 |
0 |
3 |
3 |
4 |
5 |
56 |
| Non-fundamental, non-parametric Bitcoin forecasting |
0 |
0 |
0 |
11 |
0 |
1 |
2 |
38 |
| Non-linear, hybrid exchange rate modeling and trading profitability in the foreign exchange market |
0 |
0 |
0 |
88 |
2 |
2 |
3 |
279 |
| Non-linear, non-parametric, non-fundamental exchange rate forecasting |
0 |
0 |
0 |
139 |
2 |
3 |
4 |
353 |
| Overnight interest rates and aggregate market expectations |
0 |
1 |
1 |
21 |
1 |
3 |
3 |
90 |
| Predicting Systemic Risk with Entropic Indicators |
0 |
0 |
1 |
6 |
1 |
3 |
6 |
31 |
| Private information and its origins in an electronic foreign exchange market |
0 |
0 |
0 |
9 |
0 |
0 |
1 |
69 |
| Random Walk Theory and Exchange Rate Dynamics in Transition Economies |
0 |
0 |
0 |
0 |
2 |
2 |
2 |
3 |
| S&P 500 Index Price Spillovers around the COVID-19 Market Meltdown |
1 |
1 |
1 |
3 |
5 |
5 |
6 |
20 |
| The Impact of Economic Freedom on Economic Growth? New European Dynamic Panel Evidence |
0 |
1 |
3 |
32 |
0 |
2 |
11 |
133 |
| The Profitability of Technical Analysis during the COVID-19 Market Meltdown |
0 |
0 |
2 |
13 |
0 |
4 |
12 |
36 |
| The microstructure of the Canada/U.S. dollar exchange rate: A robustness test |
0 |
0 |
0 |
34 |
1 |
1 |
2 |
280 |
| Unlocking the black box: Non-parametric option pricing before and during COVID-19 |
0 |
0 |
0 |
1 |
3 |
5 |
6 |
8 |
| Volatility cascades in cryptocurrency trading |
0 |
0 |
1 |
19 |
1 |
1 |
9 |
90 |
| Total Journal Articles |
1 |
15 |
48 |
855 |
41 |
91 |
234 |
3,239 |