Under the microscope: the structure of the foreign exchange market

By Michael Sager, Mark P. Taylor. 2006

118 citations recorded by the source corpus.

Subfields: Economics and Econometrics, Finance

View Paper: https://www.semanticscholar.org/paper/c80f838f41fb428426c5f06a29c34def76d4992b

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. Lucio Sarno
4. James R. Lothian
5. Todd E. Clark
6. Rehim Kilic
7. Frank H. Westerhoff
8. Vadim Marmer

In Finance

1. Lukas Menkhoff
2. Mark P. Taylor
3. Jing Jian Xiao
4. Jacinta Chan Phooi M’ng
5. Rozaimah Zainudin
6. Cheng Chen
7. Lucio Sarno
8. Christopher J. Neely

Citations in the corpus

• The Obstinate Passion of Foreign Exchange Professionals: Technical Analysis (2007, background): “3 Second, foreign exchange markets consist almost entirely of professional traders (Sager and Taylor, 2006), so that the impact of individual private investors may be neglected without loss of generality (in contrast to equity markets— see, e.g., Griffin, Harris and Topaloglu, 2003).”
• Predictability in Financial Markets: What do Survey Expectations Tell Us? (2009, unknown): “[40] Sager, Michael J.”
• Investor Attention and FX Market Volatility (2015, unknown): “Only a small fraction of international financial holdings are actively managed (Sager and Taylor, 2006; Bacchetta and Van Wincoop, 2010).”