The Cost of Capital in International Financial Markets: Local or Global

By Kees G. Koedijk, C. Kool, Peter C. Schotman, M. V. Dijk. 2002

184 citations recorded by the source corpus.

Subfields: Finance

View Paper: https://www.semanticscholar.org/paper/9b819764f78004de2dd88e9b6cc9ba986971df23

How researchers see this paper

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

In Finance

1. Tarun Ramadorai
2. Kenneth A. Froot
3. Carol Osler
4. Michael Melvin
5. Angelo Ranaldo

Citations in the corpus

• STOP-LOSS ORDERS AND PRICE CASCADES IN CURRENCY MARKETS (2002, background): “Yet Cai et al. (2002) find that the arrival of news was of only "secondary importance" for extraordinary yen volatility throughout 1998 (Conclusion, p.”
• Currency Returns, Intrinsic Value, and Institutional-Investor Flows (2005, background): “Wei and Kim (1997) and Cai et al. (2001) find that large-trader positions explain currency volatility better than do news announcements or traditional fundamentals. See Cheung and Chinn (2001) for survey evidence from practitioners on order flow information.”
• The Global Transmission of Volatility in the Foreign Exchange Market (2003, background): “Cai et al. (2001) provide evidence of the same factors, along with big-trader order flow, in explaining ¥/$ volatility.”