STOP-LOSS ORDERS AND PRICE CASCADES IN CURRENCY MARKETS
By Carol Osler. 2002
124 citations recorded by the source corpus.
Subfields: Economics and Econometrics, Finance
View Paper: https://www.semanticscholar.org/paper/6b4ac978a2f4ccc7ff1f79be6f5f5475bbd2cd0a
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
- Lukas Menkhoff
- Mark P. Taylor
- Michael Sager
- Carol Osler
- Lucio Sarno
- Marcel Fratzscher
- James R. Lothian
- Todd E. Clark
In Finance
- Lukas Menkhoff
- Mark P. Taylor
- Carol Osler
- Michael Sager
- Jing Jian Xiao
- Marcel Fratzscher
- Jacinta Chan Phooi M’ng
- Rozaimah Zainudin
Citations in the corpus
- Foreign Exchange Market Structure, Players and Evolution (2012, unknown): “…though they do not normally monitor the market closely, by using “take-profit” orders, effectively hiring the dealer to monitor the market for them (Osler, 2005, 2003).13 Because of their different trading motivations, financial and corporate customers appear to play different roles in exchange…”
- Liquidity Black Holes (2004, unknown): “Osler (2002) studies the effect of stop-loss orders on the dynamics of prices in the foreign exchange market, and finds that stop loss orders have a bigger impact on prices, which also last longer than other types of orders.”
- The Obstinate Passion of Foreign Exchange Professionals: Technical Analysis (2007, background): “13 related issue of support and resistance levels (De Grauwe and Decupere, 1992; Curcio and Goodhart, 1992; Osler, 2000, 2003, 2005) or of momentum-based strategies (Okunev and White, 2003).17 Third, the longer span of data available for the floating rate period since the early 1970s has stimulated…”
- Currency Orders and Exchange Rate Dynamics: An Explanation for the Predictive Success of Technical Analysis (2003, background): “As noted earlier, rates reverse course relatively frequently at such levels, consistent with the first prediction of technical analysis (Osler (2002)).”
- Arbitrage in the foreign exchange market: Turning on the microscope (2008, unknown): “Subsequent studies generally supporting the absence of arbitrage opportunities includes Rhee and Chang (1992), Fletcher and Taylor (1993), Aliber et al.”
- Under the microscope: the structure of the foreign exchange market (2006, background): “Osler (2002) finds that information regarding limit orders has historically had an important explanatory role for yen-dollar.”