1. Pricing currency risk : facts and puzzles from currency boards. (2002). Servén, Luis ; Schmukler, Sergio.
   In: Policy Research Working Paper Series.
   RePEc:wbk:wbrwps:2815.

   Full description at Econpapers || Download paper

2. Pricing Currency Risk: Facts and Puzzles from Currency Boards. (2002). Servén, Luis ; Schmukler, Sergio.
   In: NBER Working Papers.
   RePEc:nbr:nberwo:9047.

   Full description at Econpapers || Download paper

3. Pricing currency risk under currency boards. (2002). Servén, Luis ; Schmukler, Sergio.
   In: Journal of Development Economics.
   RePEc:eee:deveco:v:69:y:2002:i:2:p:367-391.

   Full description at Econpapers || Download paper

4. Rethinking an old empirical puzzle: econometric evidence on the forward discount anomaly. (2001). Phillips, Peter ; Maynard, Alex.
   In: Journal of Applied Econometrics.
   RePEc:jae:japmet:v:16:y:2001:i:6:p:671-708.

   Full description at Econpapers || Download paper

5. The Term Structure Of Forward Exchange Premiums And The Forecastability Of Spot Exchange Rates: Correcting The Errors. (1997). Taylor, Mark ; Clarida, Richard.
   In: The Review of Economics and Statistics.
   RePEc:tpr:restat:v:79:y:1997:i:3:p:353-361.

   Full description at Econpapers || Download paper

6. Risk, Policy Rules, and Noise: Rethinking Deviations from Uncovered Interest Parity. (1997). Wu, Yangru ; Mark, Nelson.
   In: Tinbergen Institute Discussion Papers.
   RePEc:tin:wpaper:19970041.

   Full description at Econpapers || Download paper

7. A reexamination of the uncovered interest rate parity hypothesis. (1996). Frachot, Antoine .
   In: Journal of International Money and Finance.
   RePEc:eee:jimfin:v:15:y:1996:i:3:p:419-437.

   Full description at Econpapers || Download paper

8. The forward discount anomaly and the risk premium: A survey of recent evidence. (1996). Engel, Charles.
   In: Journal of Empirical Finance.
   RePEc:eee:empfin:v:3:y:1996:i:2:p:123-192.

   Full description at Econpapers || Download paper

9. The Forward Discount Anomaly and the Risk Premium: A Survey of Recent Evidence. (1995). Engel, Charles.
   In: NBER Working Papers.
   RePEc:nbr:nberwo:5312.

   Full description at Econpapers || Download paper

10. Explaining Forward Discount Bias: Is it Anchoring?. (1993). Gruen, David ; David W. R. Gruen, ; Gizycki, Marianne C..
    In: RBA Research Discussion Papers.
    RePEc:rba:rbardp:rdp9307.

    Full description at Econpapers || Download paper

11. The Term Structure of Forward Exchange Premia and the Forecastability of Spot Exchange Rates: Correcting the Errors. (1993). Taylor, Mark ; Clarida, Richard.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:773.

    Full description at Econpapers || Download paper

1. (1989), pp. 269-76. Longworth, 0., Testing the Efficiency of the Canadian-U.S. Exchange Market Under the Assumption of No Risk Premium, Journal of Finance, Vol. 36
   Paper not yet in RePEc: Add citation now
   

2. (Chicago: University of Chicago Press, 1984). Cutler, D.M. , J. H. Poterba, and L.H. Summers, Speculative Dynamics and the Role of Feedback Traders, American Economic Review, Vol. 80

3. (London: MacMillan, 1993). TayLor, H.P., and H. Allen, The Use of Technical Analysis in the Foreign Exchange Market, Journal of International Money and Finance, Vol. 11
   Paper not yet in RePEc: Add citation now
   

1. Measuring Biases in Expectation Formation. (2018). Kucinskas, Simas ; Peters, Florian.
   In: Tinbergen Institute Discussion Papers.
   RePEc:tin:wpaper:20180058.

   Full description at Econpapers || Download paper

2. Cyclical investment behavior across financial institutions. (2018). Timmer, Yannick.
   In: ESRB Working Paper Series.
   RePEc:srk:srkwps:201877.

   Full description at Econpapers || Download paper

3. Does feedback trading drive returns of cross-listed shares?. (2018). Chen, Jing ; McMillan, David G ; Hou, Wenxuan ; Dong, Yizhe.
   In: Journal of International Financial Markets, Institutions and Money.
   RePEc:eee:intfin:v:53:y:2018:i:c:p:179-199.

   Full description at Econpapers || Download paper

4. Behavioral biases in the corporate bond market. (2018). Wei, Jason .
   In: Journal of Empirical Finance.
   RePEc:eee:empfin:v:46:y:2018:i:c:p:34-55.

   Full description at Econpapers || Download paper

5. Diagnostic Expectations and Stock Returns. (2017). Shleifer, Andrei ; La Porta, Rafael ; Gennaioli, Nicola ; Bordalo, Pedro ; Laporta, Rafael .
   In: NBER Working Papers.
   RePEc:nbr:nberwo:23863.

   Full description at Econpapers || Download paper

6. Sophistication and price impact of foreign investors in the Brazilian stock market. (2017). Gonalves, Walter ; Eid, William .
   In: Emerging Markets Review.
   RePEc:eee:ememar:v:33:y:2017:i:c:p:102-139.

   Full description at Econpapers || Download paper

7. Comparing behavioural heterogeneity across asset classes. (2017). ter Ellen, Saskia ; Hommes, Cars.
   In: Working Paper.
   RePEc:bno:worpap:2017_12.

   Full description at Econpapers || Download paper

8. Evidence of Self-Organization in Time Series of Capital Markets. (2017). , Leopoldo ; Garc, Alba Lucero ; Morales-Matamoros, Oswaldo ; Soto-Campos, Carlos Arturo .
   In: Papers.
   RePEc:arx:papers:1604.03996.

   Full description at Econpapers || Download paper

9. Expectations and Investment. (2016). Shleifer, Andrei ; Gennaioli, Nicola ; Ma, Yueran.
   In: NBER Macroeconomics Annual.
   RePEc:ucp:macann:doi:10.1086/685965.

   Full description at Econpapers || Download paper

10. Cyclical investment behavior across financial institutions. (2016). Timmer, Yannick.
    In: ESRB Working Paper Series.
    RePEc:srk:srkwps:201618.

    Full description at Econpapers || Download paper

11. Diagnostic Expectations and Credit Cycles. (2016). Shleifer, Andrei ; Gennaioli, Nicola ; Bordalo, Pedro.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:22266.

    Full description at Econpapers || Download paper

12. Does investor sentiment really matter?. (2016). Koutmos, Dimitrios ; Deesomsak, Rataporn ; Chau, Frankie .
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:48:y:2016:i:c:p:221-232.

    Full description at Econpapers || Download paper

13. Expectations and investment. (2016). Shleifer, Andrei ; Gennaioli, Nicola ; Ma, Yueran.
    In: BIS Working Papers.
    RePEc:bis:biswps:562.

    Full description at Econpapers || Download paper

14. Nonlinear Expectation Formation in the U.S. Stock Market. (2015). Reitz, Stefan ; Pierdzioch, Christian ; Rulke, Jan-Christoph .
    In: Annual Conference 2015 (Muenster): Economic Development - Theory and Policy.
    RePEc:zbw:vfsc15:113210.

    Full description at Econpapers || Download paper

15. Nonlinear expectation formation in the U.S. stock market: Empirical evidence from the Livingston survey. (2015). Reitz, Stefan ; Pierdzioch, Christian ; Ruelke, Jan-Christoph .
    In: Kiel Working Papers.
    RePEc:zbw:ifwkwp:1947r.

    Full description at Econpapers || Download paper

16. Heteroeneous forecasters and nonlinear expectation formation in US stock market. (2015). Reitz, Stefan ; Pierdzioch, Christian ; Ruelke, Jan-Christoph .
    In: FinMaP-Working Papers.
    RePEc:zbw:fmpwps:29.

    Full description at Econpapers || Download paper

17. Asset Bubbles; Re-thinking Policy for the Age of Asset Management. (2015). Jones, Bradley.
    In: IMF Working Papers.
    RePEc:imf:imfwpa:2015/027.

    Full description at Econpapers || Download paper

18. The economics of rational speculation in the presence of positive feedback trading. (2015). Arnold, Lutz ; Brunner, Stephan .
    In: The Quarterly Review of Economics and Finance.
    RePEc:eee:quaeco:v:57:y:2015:i:c:p:161-174.

    Full description at Econpapers || Download paper

19. Stock-return volatility and daily equity trading by investor groups in Korea. (2015). Umutlu, Mehmet ; Shackleton, Mark.
    In: Pacific-Basin Finance Journal.
    RePEc:eee:pacfin:v:34:y:2015:i:c:p:43-70.

    Full description at Econpapers || Download paper

20. X-CAPM: An extrapolative capital asset pricing model. (2015). Shleifer, Andrei ; Greenwood, Robin ; Barberis, Nicholas ; Jin, Lawrence.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:115:y:2015:i:1:p:1-24.

    Full description at Econpapers || Download paper

21. Traders’ heterogeneity and bubble-crash patterns in experimental asset markets. (2015). Puzzello, Daniela ; Lugovskyy, Volodymyr ; Baghestanian, S.
    In: Journal of Economic Behavior & Organization.
    RePEc:eee:jeborg:v:117:y:2015:i:c:p:82-101.

    Full description at Econpapers || Download paper

22. Arbitrage opportunities and feedback trading in emissions and energy markets. (2015). Chau, Frankie ; Shi, Yukun ; Kuo, Jing-Ming .
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:36:y:2015:i:c:p:130-147.

    Full description at Econpapers || Download paper

23. Business cycle variation in positive feedback trading: Evidence from the G-7 economies. (2015). Deesomsak, Rataporn ; Chau, Frankie .
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:35:y:2015:i:c:p:147-159.

    Full description at Econpapers || Download paper

24. A dynamic model of hedging and speculation in the commodity futures markets. (2015). Paladino, Giovanna ; Cifarelli, Giulio.
    In: Journal of Financial Markets.
    RePEc:eee:finmar:v:25:y:2015:i:c:p:1-15.

    Full description at Econpapers || Download paper

25. A tale of feedback trading by hedge funds. (2015). , Marc ; Willemstein, Robin .
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:34:y:2015:i:c:p:239-259.

    Full description at Econpapers || Download paper

26. Heterogeneous forecasters and nonlinear expectation formation in the US stock market. (2014). Reitz, Stefan ; Pierdzioch, Christian ; Ruelke, Jan-Christoph .
    In: Kiel Working Papers.
    RePEc:zbw:ifwkwp:1947.

    Full description at Econpapers || Download paper

27. Riding the Bubble? Chasing Returns into Illiquid Assets. (2014). Yagan, Danny.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:20360.

    Full description at Econpapers || Download paper

28. Short-Term Buyers and Housing Market Dynamics. (2014). Qian, Wenlan ; Edelstein, Robert .
    In: The Journal of Real Estate Finance and Economics.
    RePEc:kap:jrefec:v:49:y:2014:i:4:p:654-689.

    Full description at Econpapers || Download paper

29. Expectations of Returns and Expected Returns. (2014). Shleifer, Andrei ; Greenwood, Robin Marc .
    In: Scholarly Articles.
    RePEc:hrv:faseco:11880390.

    Full description at Econpapers || Download paper

30. Speculators and Price Overreaction in the Housing Market. (2014). Fu, Yuming ; Qian, Wenlan .
    In: Real Estate Economics.
    RePEc:bla:reesec:v:42:y:2014:i:4:p:977-1007.

    Full description at Econpapers || Download paper

31. Limitations of Granger Causality Analysis to assess the price effects from the financialization of agricultural commodity markets under bounded rationality. (2012). Grosche, Stephanie .
    In: Discussion Papers.
    RePEc:ags:ubfred:121868.

    Full description at Econpapers || Download paper

32. Anatomy of the Beginning of the Housing Boom: U.S. Neighborhoods and Metropolitan Areas, 1993-2009. (2011). Gyourko, Joseph ; Ferreira, Fernando.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:17374.

    Full description at Econpapers || Download paper

33. Comment on House Price Booms and the Current Account. (2011). Glaeser, Edward.
    In: NBER Chapters.
    RePEc:nbr:nberch:12409.

    Full description at Econpapers || Download paper

34. Investor sentiment and feedback trading: Evidence from the exchange-traded fund markets. (2011). Deesomsak, Rataporn ; Chau, Frankie ; Lau, Marco C. K., .
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:20:y:2011:i:5:p:292-305.

    Full description at Econpapers || Download paper

35. Overreaction of Exchange-Traded Funds During the Bubble of 1998–2002. (2010). Madura, Jeff ; Richie, Nivine .
    In: Chapters.
    RePEc:elg:eechap:13629_5.

    Full description at Econpapers || Download paper

36. Fiduciary Finance. (2010). Gold, Martin .
    In: Books.
    RePEc:elg:eebook:13813.

    Full description at Econpapers || Download paper

37. Impacto de las intervenciones cambiarias sobre el nivel y la volatilidad de la tasa de cambio en Colombia. (2010). Vásquez, Diego ; Villamizar-Villegas, mauricio ; Echavarría, Juan ; Vasquez, Diego ; Echavarria, Juan Jose.
    In: Revista ESPE - ENSAYOS SOBRE POLÍTICA ECONÓMICA.
    RePEc:col:000107:009426.

    Full description at Econpapers || Download paper

38. Analysis Of a Possible Bubble On the Russian Real Estate Market. (2009). Polevoy, Dmitry ; Narkevich, Sergey ; Drobyshevsky, Sergey ; Pikulina, E.
    In: Research Paper Series.
    RePEc:gai:rpaper:87.

    Full description at Econpapers || Download paper

39. Impacto de las Intervenciones Cambiarias sobre el Nivel y la Volatilidad de la Tasa de Cambio en Colombia. (2009). Vásquez, Diego ; Villamizar-Villegas, mauricio ; Echavarría, Juan ; Vasquez, Diego ; Echavarria, Juan Jose.
    In: Borradores de Economia.
    RePEc:bdr:borrec:561.

    Full description at Econpapers || Download paper

40. Feedback Trading and Predictability of Stock Returns in Germany, 1880?1913. (2004). Pierdzioch, Christian.
    In: Kiel Working Papers.
    RePEc:zbw:ifwkwp:1213.

    Full description at Econpapers || Download paper

41. Strong Comovements of Exchange Rates: Theoretical and Empirical Cases when Currencies Become the Same Asset. (2002). Kühl, Michael ; Kuehl, Michael .
    In: EcoMod2008.
    RePEc:ekd:000238:23800071.

    Full description at Econpapers || Download paper

42. Financial Integration in East Asia. (1999). de Brouwer, Gordon .
    In: Cambridge Books.
    RePEc:cup:cbooks:9780521651486.

    Full description at Econpapers || Download paper

43. The Term Structure Of Forward Exchange Premiums And The Forecastability Of Spot Exchange Rates: Correcting The Errors. (1997). Taylor, Mark ; Clarida, Richard.
    In: The Review of Economics and Statistics.
    RePEc:tpr:restat:v:79:y:1997:i:3:p:353-361.

    Full description at Econpapers || Download paper

44. Noise Trader Demand in Futures Markets. (1996). Irwin, Scott ; Sanders, Dwight R. ; Leuthold, Raymond M..
    In: Finance.
    RePEc:wpa:wuwpfi:9609001.

    Full description at Econpapers || Download paper

45. Technical trading patterns: can they truly predict price movements and can they be exploited for excess returns?. (1995). Ajwa, Martine Therese.
    In: ISU General Staff Papers.
    RePEc:isu:genstf:1995010108000011754.

    Full description at Econpapers || Download paper

46. Libéralisation financière : mythes et réalités. (1994). Akyuz, Yilmaz .
    In: Revue Tiers Monde.
    RePEc:prs:rtiers:tiers_0040-7356_1994_num_35_139_4903.

    Full description at Econpapers || Download paper

47. The Term Structure of Forward Exchange Premia and the Forecastibility of Spot Exchange Rates: Correcting the Errors. (1993). Taylor, Mark ; Clarida, Richard.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:4442.

    Full description at Econpapers || Download paper

48. The Term Structure of Forward Exchange Premia and the Forecastability of Spot Exchange Rates: Correcting the Errors. (1993). Taylor, Mark ; Clarida, Richard.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:773.

    Full description at Econpapers || Download paper

49. Overreaction in futures markets. (1992). Baur, Robert Frederick.
    In: ISU General Staff Papers.
    RePEc:isu:genstf:1992010108000010973.

    Full description at Econpapers || Download paper

50. The Relevance of Macroeconomic Policy in OECD Countries. (1991). Blundell-Wignall, A..
    In: Economics Discussion / Working Papers.
    RePEc:uwa:wpaper:91-23.

    Full description at Econpapers || Download paper

Report date: 2025-02-24 23:20:24 || Missing content? Let us know