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Les strategies de Stop Loss : Theorie et application au contrat notionnel du MATIF.. (1996). DE BANDT, OLIVIER ; Bensaid, Bernard.
In: Working papers.
RePEc:bfr:banfra:36.

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Cites: 9

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Cocites: 50

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  1. Short-run Exchange-rate Dynamics: Theory And Evidence. (2008). Dahl, Christian ; Osler, Carol L. ; Carlson, John A..
    In: Working Papers.
    RePEc:brd:wpaper:39.

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  2. Short-run Exchange-Rate Dynamics: Theory and Evidence. (2008). Osler, Carol ; Dahl, Christian ; Carlson, John A.
    In: CREATES Research Papers.
    RePEc:aah:create:2008-01.

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  3. Exchange Rate Response to Macro News: Through the Lens of Microstructure. (2007). Savaser, Tanseli.
    In: Department of Economics Working Papers.
    RePEc:wil:wileco:2007-02.

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  4. Macro lessons from microstructure. (2006). Osler, Carol.
    In: International Journal of Finance & Economics.
    RePEc:ijf:ijfiec:v:11:y:2006:i:1:p:55-80.

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  5. Currency Orders and Exchange Rate Dynamics: An Explanation for the Predictive Success of Technical Analysis. (2003). Osler, Carol.
    In: Journal of Finance.
    RePEc:bla:jfinan:v:58:y:2003:i:5:p:1791-1820.

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  6. Currency orders and exchange-rate dynamics: explaining the success of technical analysis. (2001). Osler, Carol.
    In: Staff Reports.
    RePEc:fip:fednsr:125.

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References

References cited by this document

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Cocites

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  2. Dynamic Trading and Asset Prices: Keynes vs. Hayek. (2008). Vives, Xavier ; Cespa, Giovanni.
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  3. (S,S)-ADJUSTMENT STRATEGIES AND DYNAMIC HEDGING. (2007). Andergassen, Rainer ; Agliardi, Elettra.
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  4. Hedge funds, financial intermediation, and systemic risk. (2007). Stiroh, Kevin ; Schuermann, Til ; Kambhu, John .
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  5. The dog that did not bark: Insider trading and crashes. (2006). Marin, Jose ; Olivier, Jacques.
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