Intervention from an information perspective

EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK*

1970 • 15,798 citations

Efficient Capital Markets: A Review of Theory and Empirical Work

1970 • 10,493 citations

On the Impossibility of Informationally Efficient Markets

1980 • 4,825 citations

On the impossibility of informationally efficient markets

1980 • 3,972 citations

A Theory of Intraday Patterns: Volume and Price Variability

1988 • 3,251 citations

Deutsche Mark–Dollar Volatility: Intraday Activity Patterns, Macroeconomic Announcements, and Longer Run Dependencies

1998 • 1,222 citations

How Markets Process Information: News Releases and Volatility

1993 • 976 citations

Is Technical Analysis in the Foreign Exchange Market Profitable? A Genetic Programming Approach

1997 • 641 citations

Central bank intervention and exchange rate volatility

1998 • 447 citations

Does foreign-exchange intervention matter? The portfolio effect

1993 • 428 citations

Technical trading rule profitability and foreign exchange intervention

1999 • 404 citations

FOREIGN EXCHANGE RATE EXPECTATIONS: MICRO SURVEY DATA

2003 • 393 citations

The Effectiveness of Central-Bank Intervention: A Survey of the Literature After 1982

1993 • 373 citations

Does foreign exchange intervention work?

1995 • 310 citations

The role of official intervention

1981 • 275 citations

Does Foreign Exchange Intervention Work

1993 • 256 citations

Informed Traders, Intervention, and Price Leadership: A Deeper View of the Microstructure of the Foreign Exchange Market

1997 • 250 citations

Central bank intervention and the volatility of foreign exchange rates: evidence from the options market

1996 • 248 citations

Why do central banks intervene?

1997 • 219 citations

Does foreign exchange intervention signal future monetary policy?

1996 • 206 citations

The Microstructure of Foreign Exchange Markets

1997 • 195 citations

The Microstructure of Foreign Exchange Markets

1996 • 194 citations

Intervention strategies and exchange rate volatility: a noise trading perspective

1997 • 185 citations

How Markets Process Information: News Releases and Volatility

1993 • 183 citations

Central bank intervention and trading rule profits in foreign exchange markets

1997 • 160 citations

Central bank intervention and risk in the forward market

1997 • 156 citations

U.S. Intervention: Assessing the Probability of Success

1999 • 149 citations

The advantage to hiding one's hand: Speculation and central bank intervention in the foreign exchange market

1997 • 147 citations

Intraday effects of foreign exchange intervention by the Bank of Japan

1998 • 128 citations

Monetary Policy Actions, Intervention, and Exchange Rates: A Reexamination of the Empirical Relationships Using Federal Funds Rate Target Data

1998 • 100 citations

Technical Analysis and the Profitability of U.S. Foreign Exchange Intervention

1998 • 100 citations

Technical analysis and central bank intervention

2001 • 99 citations

Reporting the Arab-Israeli conflict: how hegemony works

1998 • 96 citations

Imperfect Knowledge and Behaviour in the Foreign Exchange Market

1996 • 94 citations

Are Foreign Exchange Intervention and Monetary Policy Related, and Does It Really Matter?

1995 • 89 citations

Is Intervention a Signal of Future Monetary Policy? Evidence from the Federal Funds Futures Market

1999 • 86 citations

Central Bank Forex internvention assessed in continous time

1993 • 81 citations

Is it signalling? Exchange intervention and the dollar-Deutschemark rate

1992 • 79 citations

The profitability of US intervention in the foreign exchange markets

1995 • 75 citations

Bid-Ask Spreads in Foreign Exchange Markets: Implications for Models of Asymmetric Information

1996 • 74 citations

Do central banks lose on foreign-exchange intervention? A review article

1997 • 71 citations

Foreign Exchange Intervention: Theory and Evidence

1996 • 70 citations

The accuracy of reports of foreign exchange intervention

1993 • 70 citations

Informed Traders, Intervention, and Price Leadership: A Deeper View of the Microstructure of the Foreign Exchange Market

1997 • 65 citations

Perceived Central Bank Intervention and Market Expectations: An Empirical Study of the Yen/Dollar Exchange Rate, 1993-96

1999 • 63 citations

The informational role of prices

1991 • 53 citations

An Intraday Analysis of the Effectiveness of Foreign Exchange Intervention

1999 • 50 citations

Federal Funds Futures as an Indicator of Future Monetary Policy: A Primer

1995 • 48 citations

Short-term speculators and the puzzling behaviour of exchange rates

1998 • 47 citations

Technical Analysis and Central Bank Intervention,

1997 • 47 citations

Foreign exchange intervention

1995 • 43 citations

Exchange rate speculation and chaos inducing intervention

1994 • 29 citations

Institutional Aspects of U.S. Intervention

1994 • 26 citations

Imperfect knowledge and behavior in the foreign exchange market

1995 • 26 citations

Monetary policy, intervention, and exchange rates in Japan

1994 • 21 citations

Does the Fed beat the foreign-exchange market?

2000 • 21 citations

Exchange rate management when sterilized interventions represent signals of monetary policy

1997 • 17 citations

International Finance: Contemporary Issues

1994 • 12 citations

Exchange Rate Policy and Interdependence: Perspectives from the Pacific Basin

1996 • 10 citations

The merits of flexible exchange rates: An anthology

1991 • 8 citations

The Exchange Stabilization Fund: How It Works

1999 • 2 citations