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Melvin, Michael's
Scholarly Papers
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Aggregate Statistics |
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Total
Downloads
4,312 |
Total
Citations
222 |
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1.
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The Crisis in the Foreign Exchange Market
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Melvin, Michael
BlackRock Taylor, Mark P.
Barclays - Barclays Global Investors (London)
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Posted:
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22 Jul 09
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Last Revised:
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07 May 13
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549
(22,718)
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21
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Melvin, Michael
BlackRock Taylor, Mark P.
Barclays - Barclays Global Investors (London)
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5
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21
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Financial crisis, foreign exchange market
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Melvin, Michael
BlackRock Taylor, Mark P.
University of Warwick - Department of Economics
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544
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21
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financial crisis, foreign exchange, exchange rates, transaction costs
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2.
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Grammig, Joachim
Eberhard Karls Universitaet Tübingen Schlag, Christian
Goethe University Frankfurt - Department of Finance Melvin, Michael
BlackRock
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440
(30,488)
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10
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3.
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Cai, Jun
City University of Hong Kong (CityUHK) - Department of Economics & Finance Cheung, Stephen Yan-Leung
City University of Hong Kong (CityUHK) - Department of Economics & Finance Lee, Raymond S.
City University of Hong Kong (CityUHK) Melvin, Michael
BlackRock
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392
(35,334)
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31
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4.
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Ahn, Hee-Joon
SungKyunKwan University Cai, Jun
City University of Hong Kong (CityUHK) - Department of Economics & Finance Hamao, Yasushi
University of Southern California - Marshall School of Business - Finance and Business Economics Department Melvin, Michael
BlackRock
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389
(35,658)
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1
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Small investors, noise traders, informed traders, microstructure, Tokyo Stock Exchange, minimum trading unit
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5.
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Melvin, Michael
BlackRock
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356
(39,727)
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14
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Financial crisis, Argentina, ADRs
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6.
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Melvin, Michael
BlackRock Valero-Tonone, Magali
affiliation not provided to SSRN
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333
(43,107)
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6
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7.
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Covrig, Vicentiu
California State University, Northridge - Department of Finance, Real Estate, & Insurance Low, Buen Sin
Nanyang Technological University (NTU) - Division of Banking & Finance Melvin, Michael
BlackRock
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284
(51,905)
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6
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Japan premium, TIBOR, LIBOR, Credit risk, Japanese Bank, credit spread, credit downgrades, credit upgrades, Euroyen
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8.
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Melvin, Michael
BlackRock Shand, Duncan D.
BlackRock, Inc
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249
(60,158)
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3
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currency investing, performance benchmarks, carry, momentum, purchasing power parity
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9.
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Covrig, Vicentiu
California State University, Northridge - Department of Finance, Real Estate, & Insurance Melvin, Michael
BlackRock
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229
(65,757)
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22
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10.
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Ito, Takatoshi
University of Tokyo - Faculty of Economics Melvin, Michael
BlackRock
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203
(74,487)
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11.
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Grammig, Joachim
Eberhard Karls Universitaet Tübingen Schlag, Christian
Goethe University Frankfurt - Department of Finance Melvin, Michael
BlackRock
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183
(82,420)
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13
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12.
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Exchange Rate Management in Emerging Markets: Intervention via an Electronic Limit Order Book
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Melvin, Michael
BlackRock Menkhoff, Lukas
Leibniz Universitaet Hannover - Department of Economics Schmeling, Maik
City University London - Sir John Cass Business School
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Posted:
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19 Feb 08
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Last Revised:
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09 May 13
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176
(85,500)
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2
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Melvin, Michael
BlackRock Menkhoff, Lukas
Leibniz Universitaet Hannover - Department of Economics Schmeling, Maik
City University London - Sir John Cass Business School
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77
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2
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exchange rates, intervention, microstructure
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Melvin, Michael
BlackRock Menkhoff, Lukas
Leibniz Universitaet Hannover - Department of Economics Schmeling, Maik
City University London - Sir John Cass Business School
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99
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1
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foreign exchange, microstructure, intervention, exchange rate
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13.
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The Dark Side of International Cross-Listing: Effects on Rival Firms at Home
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Versions (2)
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Melvin, Michael
BlackRock Valero, Magali
University of MIchigan at Dearborn
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Posted:
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07 Jan 08
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Last Revised:
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09 May 13
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166
(90,248)
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5
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Melvin, Michael
BlackRock Valero, Magali
University of MIchigan at Dearborn
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3
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5
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Melvin, Michael
BlackRock Valero, Magali
University of MIchigan at Dearborn
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163
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5
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cross-listings, rival firms, growth opportunities
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14.
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Melvin, Michael
BlackRock Saborowski, Christian
University of Warwick Sager, Michael
affiliation not provided to SSRN Taylor, Mark P.
Barclays - Barclays Global Investors (London)
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98
(138,463)
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foreign exchange market, microstructure, monetary policy announcements, Markov switching, endogenous probabilities
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15.
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Melvin, Michael
BlackRock Eaves, James E.
University of California, Davis
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71
(169,659)
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microstructure, price discovery, private information, auctions
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16.
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Galati, Gabriele
De Nederlandsche Bank Melvin, Michael
BlackRock
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70
(171,029)
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18
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17.
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Melvin, Michael
BlackRock Prins, John
BlackRock, Inc Shand, Duncan D.
BlackRock, Inc
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67
(175,216)
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exchange rate forecasting, forecast evaluation, conditioners, quantitative models, benchmarks
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18.
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Ito, Takatoshi
University of Tokyo - Faculty of Economics Melvin, Michael
BlackRock
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35
(233,041)
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3
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19.
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Is There Private Information in the FX Market? The Tokyo Experiment
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Versions (2)
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Lyons, Richard K.
University of California, Berkeley Ito, Takatoshi
University of Tokyo - Faculty of Economics Melvin, Michael
BlackRock
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Posted:
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11 Sep 97
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Last Revised:
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05 Oct 10
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22
(274,189)
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67
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Ito, Takatoshi
University of Tokyo - Faculty of Economics Lyons, Richard K.
University of California, Berkeley Melvin, Michael
BlackRock
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22
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67
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Lyons, Richard K.
University of California, Berkeley Ito, Takatoshi
University of Tokyo - Faculty of Economics Melvin, Michael
BlackRock
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20.
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Melvin, Michael
BlackRock Yin, Xixi
American Express Company
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