Details about Frederick Douglas Foster

Access statistics for papers by Frederick Douglas Foster.

Last updated 2015-07-06. Update your information in the RePEc Author Service.

Short-id: pfo219

Journal Articles

2014

1. Customer foreign exchange orders: When timing really does matter
   Australian Journal of Management, 2014, 39, (3), 351-368 View citations (1)
2. Measuring the information content of customer foreign exchange orders
   Australian Journal of Management, 2014, 39, (2), 247-264 View citations (1)

2013

3. Does portfolio emulation outperform its target funds?
   Australian Journal of Management, 2013, 38, (2), 401-427 View citations (2)

2011

4. Institutional trading and share returns
   Journal of Banking & Finance, 2011, 35, (12), 3383-3399 View citations (21)

2006

5. Bayesian Prediction, Entropy, and Option Pricingx
   Australian Journal of Management, 2006, 31, (2), 181-205 View citations (3)

2002

6. Bayesian Cross Hedging: An Example From the Soybean Market
   Australian Journal of Management, 2002, 27, (2), 95-122 View citations (6)

1999

7. An Application of Bayesian Option Pricing to the Soybean Market
   American Journal of Agricultural Economics, 1999, 81, (3), 722-727 View citations (7)

1997

8. Assessing Goodness-of-Fit of Asset Pricing Models: The Distribution of the Maximal R-Squared
   Journal of Finance, 1997, 52, (2), 591-607 View citations (131)

1996

9. Strategic Trading When Agents Forecast the Forecasts of Others
   Journal of Finance, 1996, 51, (4), 1437-78 View citations (221)

1995

10. Can Speculative Trading Explain the Volume-Volatility Relation?
    Journal of Business & Economic Statistics, 1995, 13, (4), 379-96 View citations (79)

1994

11. Strategic Trading with Asymmetrically Informed Traders and Long-Lived Information
    Journal of Financial and Quantitative Analysis, 1994, 29, (4), 499-518 View citations (104)

1993

12. The Effect of Public Information and Competition on Trading Volume and Price Volatility
    The Review of Financial Studies, 1993, 6, (1), 23-56 View citations (121)
13. Variations in Trading Volume, Return Volatility, and Trading Costs: Evidence on Recent Price Formation Models
    Journal of Finance, 1993, 48, (1), 187-211 View citations (270)

1990

14. A Theory of the Interday Variations in Volume, Variance, and Trading Costs in Securities Markets
    The Review of Financial Studies, 1990, 3, (4), 593-624 View citations (315)