A survey of market practitioners' views on exchange rate dynamics

By Yin-Wong Cheung, C. Wong. 2000

202 citations recorded by the source corpus.

Subfields: Economics and Econometrics, Finance

View Paper: https://www.semanticscholar.org/paper/0f8b7b7839c9896553061b7ce3851b8b2c01c4a7

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

In Economics and Econometrics

1. Lukas Menkhoff
2. Mark P. Taylor
3. Michael Sager
4. Christopher J. Neely
5. Scott H. Irwin
6. Adriana Z. Robertson
7. Thomas Lux
8. Joshua M. Ulrich

In Finance

1. Lukas Menkhoff
2. Mark P. Taylor
3. Christopher J. Neely
4. Joshua M. Ulrich
5. Paul A. Weller
6. Michael Sager
7. Adriana Z. Robertson
8. Thomas Lux

Citations in the corpus

• The Adaptive Markets Hypothesis: Evidence from the Foreign Exchange Market (2009, background): “Further surveys of European, American, and Asian traders by Menkhoff (1997), Lui and Mole (1998), Cheung and Wong (2000), and Cheung and Chinn (2001) confirmed that dealers viewed technical analysis as an important tool at horizons of up to six months.”
• Under the microscope: the structure of the foreign exchange market (2006, background): “Many 8Our estimate of the typical prop trader risk budget is smaller in absolute terms than Cheung and Chinn (1999), who studied the US sector of the market, and Cheung and Wong (2000), who examined trading activity and practices in Hong Kong and Singapore.”
• The Obstinate Passion of Foreign Exchange Professionals: Technical Analysis (2007, background): “Regarding foreign exchange markets, the conceptually similar survey studies of Cheung and Wong (2000), Cheung and Chinn (2001) and Cheung, Chinn and Marsh (2004) directly asked market practitioners about their assessment of the price relevance of several factors that can be linked to psychological…”
• What Matters to Individual Investors? Evidence from the Horse's Mouth (2018, background): “Survey studies of investment professionals with a similarly wide theoretical scope include Cheung and Wong (2000), Cheung and Chinn (2001), and Cheung, Chinn, and Marsh (2004).”
• Financial power laws: Empirical evidence, models, and mechanism (2016, background): “It is worth mentioning that recently mounting evidence speaks in favor of multi-scaling in the temporal dependence structure of financial fluctuations: rather than the simple scaling (power) law (2) we might indeed face a continuum of scaling laws for various powers of absolute returns:”
• Dealer Behavior and Trading Systems in Foreign Exchange Markets (2005, unknown): “According to several surveys, the interdealer market was split evenly between direct trading and voice-broker trading in 1992 (see Cheung and Chinn, 2001; Cheung and Wong, 2000; Cheung, Chinn, and Marsh, 2000).”
• The Profitability of Technical Analysis: A Review (2004, background): “Cheung and Wong (2000) investigated practitioners in the interbank foreign exchange markets in Hong Kong, Tokyo, and Singapore in 1995.”