Journal of international money and finance

Continuous Auctions and Insider Trading

1985 • 9,651 citations

Empirical exchange rate models of the seventies

1983 • 4,141 citations

One Security, Many Markets: Determining the Contributions to Price Discovery

1995 • 1,526 citations

An equilibrium model of the international capital market

1974 • 1,180 citations

Common factors in prices, order flows, and liquidity

2001 • 1,119 citations

The Microstructure Approach to Exchange Rates

2001 • 1,117 citations

Order Flow and Exchange Rate Dynamics

2002 • 914 citations

Transactions, Volume, and Volatility

1994 • 888 citations

Forward Discount Bias: Is it an Exchange Risk Premium?

1989 • 756 citations

Location Matters: An Examination of Trading Profits

2001 • 654 citations

Time-Varying World Market Integration

1995 • 598 citations

Tests of microstructural hypotheses in the foreign exchange market

1995 • 559 citations

Empirical research on nominal exchange rates

1995 • 539 citations

Measuring the Information Content of Stock Trades

1991 • 426 citations

The World Price of Covariance Risk

1991 • 344 citations

Liberalized Portfolio Capital Inflows in Emerging Markets: Sterilization, Expectations, and the Incompleteness of Interest Rate Convergence

1996 • 125 citations

The cost of capital in internationally integrated markets: The case of Nestlé

1995 • 119 citations

Capital Market Integration and Exchange-Rate Regimes in Historical Perspective

2004 • 35 citations

Order Flow and Exchange Rate Dynamics

2017 • 32 citations