Details about Alexander Mende

Access statistics for papers by Alexander Mende.

Last updated 2021-05-25. Update your information in the RePEc Author Service.

Short-id: pme180

Working Papers

2010

1. Price Discovery in Currency Markets
   Working Papers, Brandeis University, Department of Economics and International Business School View citations (5)
   Also in Hannover Economic Papers (HEP), Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät (2006) View citations (54)
   See also Journal Article Price discovery in currency markets, Journal of International Money and Finance, Elsevier (2011) View citations (42) (2011)

2007

2. Order Flows, News, and Exchange Rate Volatility
   Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium, Ghent University, Faculty of Economics and Business Administration
   See also Journal Article Order flows, news, and exchange rate volatility, Journal of International Money and Finance, Elsevier (2008) View citations (29) (2008)

2006

3. Profits and Speculation in Intra-Day Foreign Exchange Trading
   Hannover Economic Papers (HEP), Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät View citations (9)
   See also Journal Article Profits and speculation in intra-day foreign exchange trading, Journal of Financial Markets, Elsevier (2006) View citations (18) (2006)

2005

4. 09/11 on the USD/EUR Foreign Exchange Market
   Hannover Economic Papers (HEP), Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät View citations (4)
   See also Journal Article 09/11 on the USD/EUR foreign exchange market, Applied Financial Economics, Taylor & Francis Journals (2006) View citations (11) (2006)

2004

5. Different Counterparties In A Small Bank's FX Trading
   Royal Economic Society Annual Conference 2004, Royal Economic Society

Journal Articles

2021

1. Same same but different – Stylized facts of CTA sub strategies
   International Review of Financial Analysis, 2021, 74, (C) View citations (2)

2017

2. Duration Dependence, Behavioral Restrictions, and the Market Timing Ability of Commodity Trading Advisors
   International Review of Finance, 2017, 17, (3), 427-450 View citations (1)

2011

3. Price discovery in currency markets
   Journal of International Money and Finance, 2011, 30, (8), 1696-1718 View citations (42)
   See also Working Paper Price Discovery in Currency Markets, Working Papers (2010) View citations (5) (2010)

2008

4. Order flows, news, and exchange rate volatility
   Journal of International Money and Finance, 2008, 27, (6), 994-1012 View citations (29)
   See also Working Paper Order Flows, News, and Exchange Rate Volatility, Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium (2007) (2007)

2006

5. 09/11 on the USD/EUR foreign exchange market
   Applied Financial Economics, 2006, 16, (3), 213-222 View citations (11)
   See also Working Paper 09/11 on the USD/EUR Foreign Exchange Market, Hannover Economic Papers (HEP) (2005) View citations (4) (2005)
6. Profits and speculation in intra-day foreign exchange trading
   Journal of Financial Markets, 2006, 9, (3), 223-245 View citations (18)
   See also Working Paper Profits and Speculation in Intra-Day Foreign Exchange Trading, Hannover Economic Papers (HEP) (2006) View citations (9) (2006)

2003

7. Tobin Tax Effects Seen from the Foreign Exchange Market's Microstructure
   International Finance, 2003, 6, (2), 227-247 View citations (10)

2002

8. Book reviews
   Review of World Economics (Weltwirtschaftliches Archiv), 2002, 138, (4), 747-759