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 |
0 |
0 |
209 |
A new wavelet-based ultra-high-frequency analysis of triangular currency arbitrage |
0 |
0 |
0 |
13 |
0 |
1 |
7 |
70 |
Asymmetry of information flow between volatilities across time scales |
0 |
0 |
2 |
34 |
0 |
0 |
3 |
131 |
Brexit and foreign exchange market expectations: Could it have been predicted? |
0 |
0 |
2 |
15 |
0 |
0 |
2 |
36 |
Causality between Regional Stock Markets: A Frequency Domain Approach |
0 |
1 |
1 |
1 |
0 |
1 |
1 |
1 |
Clustering and Classification in Option Pricing |
0 |
0 |
0 |
27 |
2 |
2 |
3 |
158 |
Crash of '87 -- Was it expected?: Aggregate market fears and long-range dependence |
0 |
0 |
3 |
25 |
0 |
0 |
4 |
79 |
Drilling Deeper: Non-Linear, Non-Parametric Natural Gas Price and Volatility Forecasting |
2 |
3 |
3 |
3 |
5 |
8 |
10 |
10 |
Fear, extreme fear and U.S. stock market returns |
0 |
1 |
1 |
1 |
1 |
4 |
4 |
4 |
Forecasting Bitcoin with technical analysis: A not-so-random forest? |
0 |
2 |
20 |
71 |
3 |
8 |
50 |
148 |
Foreign exchange customers and dealers: Who’s driving whom? |
0 |
0 |
1 |
5 |
0 |
0 |
1 |
29 |
Frequency domain analysis of foreign exchange order flows |
0 |
0 |
0 |
21 |
0 |
0 |
0 |
64 |
Fuzzy logic, trading uncertainty and technical trading |
1 |
2 |
6 |
174 |
1 |
3 |
15 |
493 |
Heterogeneous investment horizons, risk regimes, and realized jumps |
0 |
0 |
0 |
2 |
1 |
1 |
3 |
22 |
Informativeness of trade size in foreign exchange markets |
0 |
0 |
1 |
12 |
0 |
0 |
1 |
62 |
Informed traders’ arrival in foreign exchange markets: Does geography matter? |
0 |
0 |
0 |
9 |
0 |
0 |
1 |
53 |
Investment information content in Bollinger Bands? |
0 |
0 |
1 |
1 |
0 |
1 |
4 |
4 |
Multi-criteria classification for pricing European options |
0 |
0 |
0 |
5 |
0 |
1 |
1 |
48 |
Multiscale analysis of foreign exchange order flows and technical trading profitability |
0 |
0 |
0 |
3 |
0 |
1 |
2 |
52 |
Non-fundamental, non-parametric Bitcoin forecasting |
0 |
0 |
1 |
11 |
0 |
0 |
2 |
36 |
Non-linear, hybrid exchange rate modeling and trading profitability in the foreign exchange market |
0 |
0 |
3 |
88 |
0 |
1 |
6 |
277 |
Non-linear, non-parametric, non-fundamental exchange rate forecasting |
0 |
0 |
4 |
139 |
0 |
0 |
5 |
349 |
Overnight interest rates and aggregate market expectations |
0 |
0 |
0 |
20 |
0 |
0 |
2 |
87 |
Predicting Systemic Risk with Entropic Indicators |
0 |
1 |
1 |
6 |
0 |
2 |
2 |
27 |
Private information and its origins in an electronic foreign exchange market |
0 |
0 |
0 |
9 |
0 |
0 |
2 |
68 |
Random Walk Theory and Exchange Rate Dynamics in Transition Economies |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
S&P 500 Index Price Spillovers around the COVID-19 Market Meltdown |
0 |
0 |
0 |
2 |
0 |
0 |
3 |
14 |
The Impact of Economic Freedom on Economic Growth? New European Dynamic Panel Evidence |
0 |
0 |
3 |
29 |
1 |
1 |
8 |
123 |
The Profitability of Technical Analysis during the COVID-19 Market Meltdown |
0 |
1 |
4 |
12 |
1 |
2 |
5 |
26 |
The microstructure of the Canada/U.S. dollar exchange rate: A robustness test |
0 |
0 |
0 |
34 |
1 |
1 |
2 |
279 |
Unlocking the black box: Non-parametric option pricing before and during COVID-19 |
0 |
0 |
1 |
1 |
0 |
0 |
2 |
2 |
Volatility cascades in cryptocurrency trading |
0 |
0 |
1 |
18 |
0 |
1 |
8 |
82 |
Total Journal Articles |
3 |
11 |
59 |
818 |
16 |
39 |
159 |
3,044 |