Details about Carol Osler

Access statistics for papers by Carol Osler.

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Short-id: pos14

Working Papers

2011

1. Asymmetric Information and the Foreign-Exchange Trades of Global Custody Banks
   Department of Economics Working Papers, Department of Economics, Williams College

2010

2. Extreme Returns: The Case of Currencies
   Working Papers, Brandeis University, Department of Economics and International Business School View citations (5)
3. Limit-Order Submission Strategies under Asymmetric Information
   CESifo Working Paper Series, CESifo View citations (40)
   See also Journal Article Limit-order submission strategies under asymmetric information, Journal of Banking & Finance, Elsevier (2010) View citations (38) (2010)
4. 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)

2009

5. Asymmetric information in the interbank foreign exchange market
   Working Paper, Norges Bank View citations (21)
6. Overconfidence in Currency Markets
   Working Papers, Brandeis University, Department of Economics and International Business School View citations (19)

2008

7. Extreme Returns without News: A Microstructural Explanation
   Department of Economics Working Papers, Department of Economics, Williams College
8. Short-run Exchange-Rate Dynamics: Theory and Evidence
   CREATES Research Papers, Department of Economics and Business Economics, Aarhus University View citations (15)

2002

9. Stop-loss orders and price cascades in currency markets
   Staff Reports, Federal Reserve Bank of New York View citations (19)
   See also Journal Article Stop-loss orders and price cascades in currency markets, Journal of International Money and Finance, Elsevier (2005) View citations (50) (2005)

2001

10. Currency orders and exchange-rate dynamics: explaining the success of technical analysis
    Staff Reports, Federal Reserve Bank of New York View citations (9)

1999

11. Determinants of current risk premiums
    Staff Reports, Federal Reserve Bank of New York View citations (3)

1998

12. Asset market hangovers and economic growth: U.S. housing markets
    Research Paper, Federal Reserve Bank of New York View citations (6)
13. Identifying noise traders: the head-and-shoulders pattern in U.S. equities
    Staff Reports, Federal Reserve Bank of New York View citations (1)

1997

14. Asset market hangovers and economic growth
    Research Paper, Federal Reserve Bank of New York View citations (4)

1996

15. Rational speculators and exchange rate volatility
    Staff Reports, Federal Reserve Bank of New York View citations (10)

1995

16. Head and shoulders: not just a flaky pattern
    Staff Reports, Federal Reserve Bank of New York View citations (27)
17. Short-term speculators and the origins of near-random-walk exchange rate behavior
    Staff Reports, Federal Reserve Bank of New York View citations (3)
    Also in Research Paper, Federal Reserve Bank of New York (1992)

1994

18. Evaluating chart-based technical analysis: the head-and-shoulder pattern in foreign exchange
    Research Paper, Federal Reserve Bank of New York View citations (2)
19. Policy stabilization and exchange rate stability
    Research Paper, Federal Reserve Bank of New York

1992

20. Exchange rate dynamics and speculator behavior
    Research Paper, Federal Reserve Bank of New York

1989

21. Interest Rate Term Premiums and the Failure of the Speculative Efficiency Hypothesis: A Theoretical Investigation
    NBER Working Papers, National Bureau of Economic Research, Inc

1988

22. Terms of Trade and the Transmission of Output Shocks in a Rational Expectations Model
    NBER Working Papers, National Bureau of Economic Research, Inc

1987

23. Factor Prices and Welfare Under Integrated Capital Markets
    NBER Working Papers, National Bureau of Economic Research, Inc
24. Portfolio Diversification, Real Interest Rates, and the Balance of Payments
    NBER Working Papers, National Bureau of Economic Research, Inc

Journal Articles

2010

1. Limit-order submission strategies under asymmetric information
   Journal of Banking & Finance, 2010, 34, (11), 2665-2677 View citations (38)
   See also Working Paper Limit-Order Submission Strategies under Asymmetric Information, CESifo Working Paper Series (2010) View citations (40) (2010)

2007

2. The exchange rate in a behavioral finance framework
   Journal of International Economics, 2007, 72, (1), 265-270

2006

3. Macro lessons from microstructure
   International Journal of Finance & Economics, 2006, 11, (1), 55-80 View citations (26)

2005

4. Stop-loss orders and price cascades in currency markets
   Journal of International Money and Finance, 2005, 24, (2), 219-241 View citations (50)
   See also Working Paper Stop-loss orders and price cascades in currency markets, Staff Reports (2002) View citations (19) (2002)

2002

5. Introduction
   Economic Policy Review, 2002, 8, (Nov), 1-4

2000

6. Rapidly rising corporate debt: are firms now vulnerable to an economic slowdown?
   Current Issues in Economics and Finance, 2000, 6, (Jun) View citations (3)
7. Rational speculators and exchange rate volatility1
   European Economic Review, 2000, 44, (2), 231-253 View citations (19)
8. Support for resistance: technical analysis and intraday exchange rates
   Economic Policy Review, 2000, (Jul), 53-68 View citations (56)
9. The changing landscape of the financial services industry: what lies ahead?
   Economic Policy Review, 2000, (Oct), 39-54 View citations (67)

1999

10. Methodical Madness: Technical Analysis and the Irrationality of Exchange-Rate Forecasts
    Economic Journal, 1999, 109, (458), 636-61 View citations (65)
11. Second district housing prices: why so weak in the 1990s?
    Current Issues in Economics and Finance, 1999, 5, (Jan)

1998

12. Short-term speculators and the puzzling behaviour of exchange rates
    Journal of International Economics, 1998, 45, (1), 37-57 View citations (41)

1997

13. Asset Market Hangovers and Economic Growth: The OECD during 1984-93
    Oxford Review of Economic Policy, 1997, 13, (3), 110-34 View citations (12)

1995

14. Exchange rate dynamics and speculator horizons
    Journal of International Money and Finance, 1995, 14, (5), 695-719 View citations (15)

1994

15. In brief: high foreign real interest rates and investment in the 1990s
    Quarterly Review, 1994, 19, (Spr), 38-44

1991

16. Explaining the absence of international factor-price convergence
    Journal of International Money and Finance, 1991, 10, (1), 89-107 View citations (2)
17. Factor prices under integrated markets for risky capital
    European Economic Review, 1991, 35, (6), 1311-1340

Books

1994

1. The credit slowdown abroad
   Monograph, Federal Reserve Bank of New York View citations (1)