Details about Sanders S. Chang

Access statistics for papers by Sanders S. Chang.

Last updated 2024-05-11. Update your information in the RePEc Author Service.

Short-id: pch465

Journal Articles

2019

1. Informed contrarian trades and stock returns
   Journal of Financial Markets, 2019, 42, (C), 75-93 View citations (6)

2017

2. Domestic exchange rate determination in Renaissance Florence
   Cliometrica, 2017, 11, (3), 405-445
3. Fixation des taux de référence: les leçons de la banque de la Renaissance
   Revue d'économie financière, 2017, N° 126, (2), 241-246

2015

4. Adverse selection and the presence of informed trading
   Journal of Empirical Finance, 2015, 33, (C), 19-33 View citations (5)

2014

5. A dynamic intraday measure of the probability of informed trading and firm-specific return variation
   Journal of Empirical Finance, 2014, 29, (C), 80-94 View citations (10)

2013

6. Can cross-country portfolio rebalancing give rise to forward bias in FX markets?
   Journal of International Money and Finance, 2013, 32, (C), 1079-1096 View citations (6)

2011

7. Carry trades, momentum trading and the forward premium anomaly
   Journal of Financial Markets, 2011, 14, (3), 441-464 View citations (44)
8. On the (in)feasibility of covered interest parity as a solution to the forward bias puzzle
   Journal of International Financial Markets, Institutions and Money, 2011, 21, (4), 611-616 View citations (8)

2006

9. Inflation and dollarization in a dual-currency search-theoretic model
   Economics Letters, 2006, 92, (3), 353-359 View citations (1)