Michael Moore

University of Warwick - Warwick Business School

Coventry CV4 7AL

United Kingdom

SCHOLARLY PAPERS

38

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CITATIONS
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171

Scholarly Papers (38)

Less of a Puzzle: A New Look at the Forward Forex Market

Number of pages: 35 Posted: 29 Apr 2002
Michael Moore and Maurice J. Roche
University of Warwick - Warwick Business School and National University of Ireland, Maynooth (NUI Maynooth) - Department of Economics
Downloads 352 (81,799)
Citation 11

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artificial economy, forward foreign exchange, habit persistence

Less of a Puzzle: A New Look at the Forward Forex Market

Forthcoming in Journal of International Economics
Posted: 02 May 2002
Michael Moore and Maurice J. Roche
University of Warwick - Warwick Business School and National University of Ireland, Maynooth (NUI Maynooth) - Department of Economics

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artificial economy, forward foreign exchange, habit persistence

2.

The Euro as an International Currency: Explaining Puzzling First Evidence

Number of pages: 34 Posted: 05 Jun 2001
Harald Hau, William P. Killeen and Michael Moore
University of Geneva - Geneva Finance Research Institute (GFRI), Setanta Asset Management and University of Warwick - Warwick Business School
Downloads 336 (86,956)
Citation 15

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Euro, bid-ask spread, liquidity, vehicle currency, foreign exchange market, microstructure, currency union, Economic and Monetary Union

Market Order Flows, Limit Order Flows and Returns: Theory and Evidence

Number of pages: 51 Posted: 02 Mar 2014 Last Revised: 02 Apr 2018
Roman Kozhan, Michael Moore and Richard Payne
University of Warwick - Warwick Business School, University of Warwick - Warwick Business School and City University London - Sir John Cass Business School
Downloads 238 (125,045)

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Market order flow, limit order flow, price discovery

Market Order Flows, Limit Order Flows and Returns: Theory and Evidence

Number of pages: 51 Posted: 27 Nov 2015 Last Revised: 01 Apr 2018
Roman Kozhan, Michael Moore and Richard Payne
University of Warwick - Warwick Business School, University of Warwick - Warwick Business School and City University London - Sir John Cass Business School
Downloads 94 (272,102)

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Market order flow, limit order flow, price discovery

4.

The Forward Premium Bias, Carry Trade Return and the Risks of Volatility and Liquidity

Number of pages: 60 Posted: 04 Jun 2016
Ali Shehadeh, Youwei Li and Michael Moore
Queen's University Belfast - Finance, Hull University Business School and University of Warwick - Warwick Business School
Downloads 323 (90,891)

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FX rates, Currency carry trade, Forward-bias puzzle, FX risk premium

5.

Health, Longevity, and Optimal Retirement

Number of pages: 32 Posted: 28 Sep 2004
David E. Bloom, David Canning and Michael Moore
Harvard University - T.H. Chan School of Public Health, Harvard University - T.H. Chan School of Public Health and University of Warwick - Warwick Business School
Downloads 290 (102,143)
Citation 3

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Aging, health, retirement, savings

Defining Benchmark Status: An Application Using Euro-Area Bonds

Number of pages: 51 Posted: 11 Jun 2002
Michael Moore, Peter G. Dunne and Richard Portes
University of Warwick - Warwick Business School, Central Bank of Ireland and London Business School - Department of Economics
Downloads 192 (154,091)
Citation 10

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Benchmark, euro government bonds, cointegration

Defining Benchmark Status: An Application Using Euro-Area Bonds

NBER Working Paper No. w9087
Number of pages: 51 Posted: 02 Aug 2002 Last Revised: 17 Sep 2002
Peter G. Dunne, Michael Moore and Richard Portes
Central Bank of Ireland, University of Warwick - Warwick Business School and London Business School - Department of Economics
Downloads 33 (454,017)
Citation 10

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Defining Benchmark Status: An Application Using Euro-Area Bonds

CEPR Discussion Paper No. 3490
Number of pages: 53 Posted: 02 Jun 2003
Peter G. Dunne, Michael Moore and Richard Portes
Central Bank of Ireland, University of Warwick - Warwick Business School and London Business School - Department of Economics
Downloads 22 (514,711)
Citation 10
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Benchmark, euro government bonds, cointegration

A Tale of Two Platforms: Dealer Intermediation in the European Sovereign Bond Market

INSEAD Working Paper No. 2010/64/FIN
Number of pages: 53 Posted: 30 Aug 2010
Peter G. Dunne, Harald Hau and Michael Moore
Central Bank of Ireland, University of Geneva - Geneva Finance Research Institute (GFRI) and University of Warwick - Warwick Business School
Downloads 114 (237,981)
Citation 4

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Dealer Intermediation, Spread Determination, Adverse Selection, Market Segmentation

A Tale of Two Platforms: Dealer Intermediation in the European Sovereign Bond Market

Number of pages: 54 Posted: 14 Mar 2009
Peter G. Dunne, Harald Hau and Michael Moore
Central Bank of Ireland, University of Geneva - Geneva Finance Research Institute (GFRI) and University of Warwick - Warwick Business School
Downloads 76 (310,777)
Citation 4

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Dealer Intermediation, Spread Determination, Adverse Selection, Market Segmentation

A Tale of Two Platforms: Dealer Intermediation in the European Sovereign Bond Market

CEPR Discussion Paper No. DP6969
Number of pages: 48 Posted: 02 Dec 2008
Peter G. Dunne, Harald Hau and Michael Moore
Central Bank of Ireland, University of Geneva - Geneva Finance Research Institute (GFRI) and University of Warwick - Warwick Business School
Downloads 4 (632,280)
Citation 4
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Adverse Selection, Dealer Intermediation, Market Segmentation, Spread Determination

8.

A Theory of Retirement

NBER Working Paper No. w13630
Number of pages: 41 Posted: 29 Nov 2007
David E. Bloom, David Canning and Michael Moore
Harvard University - T.H. Chan School of Public Health, Harvard University - T.H. Chan School of Public Health and University of Warwick - Warwick Business School
Downloads 191 (154,876)
Citation 2

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9.

US Dollar Carry Trades in the Era of 'Cheap Money'

Number of pages: 34 Posted: 18 Apr 2016
Ali Shehadeh, Péter Erdős, Youwei Li and Michael Moore
Queen's University Belfast - Finance, RPM Risk & Portfolio Management AB, Stockholm, Sweden, Hull University Business School and University of Warwick - Warwick Business School
Downloads 176 (166,652)

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Commodity Trading Advisors (CTAs), Foreign Exchange Rate, Carry Trade

10.

Downsized FX Markets: Causes and Implications

BIS Quarterly Review December 2016
Number of pages: 17 Posted: 22 Dec 2016
Michael Moore, Andreas Schrimpf and Vladyslav Sushko
University of Warwick - Warwick Business School, Bank for International Settlements (BIS) - Monetary and Economic Department and Bank for International Settlements (BIS) - Monetary and Economic Department
Downloads 175 (167,525)

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11.

On the Sources of Private Information in FX Markets

Journal of Banking and Finance, Vol. 35, 2011
Number of pages: 49 Posted: 10 Jun 2011
Michael Moore and Richard Payne
University of Warwick - Warwick Business School and City University London - Sir John Cass Business School
Downloads 166 (175,522)
Citation 2

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12.
Downloads 166 (175,522)
Citation 8

An Information Approach to International Currencies

Number of pages: 30 Posted: 30 Mar 2005
Richard K. Lyons and Michael Moore
University of California, Berkeley and University of Warwick - Warwick Business School
Downloads 123 (224,648)
Citation 8

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Foreign exchange, vehicle currency, information, microstructure

An Information Approach to International Currencies

NBER Working Paper No. w11220
Number of pages: 31 Posted: 28 Apr 2005 Last Revised: 30 Aug 2010
Richard K. Lyons and Michael Moore
University of California, Berkeley and University of Warwick - Warwick Business School
Downloads 43 (411,724)
Citation 8

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Macroeconomic Order Flows: Explaining Equity and Exchange Rate Returns

Number of pages: 27 Posted: 06 Dec 2004
Peter G. Dunne, Harald Hau and Michael Moore
Central Bank of Ireland, University of Geneva - Geneva Finance Research Institute (GFRI) and University of Warwick - Warwick Business School
Downloads 137 (206,323)
Citation 8

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International macroeconomics, equities, exchange rates, microstructure

Macroeconomic Order Flows: Explaining Equity and Exchange Rate Returns

CEPR Discussion Paper No. 4806
Number of pages: 30 Posted: 04 Apr 2005
Peter G. Dunne, Harald Hau and Michael Moore
Central Bank of Ireland, University of Geneva - Geneva Finance Research Institute (GFRI) and University of Warwick - Warwick Business School
Downloads 25 (496,449)
Citation 8
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International macroeconomics, equities, exchange rates, microstructure

14.

When Does Uncovered Interest Parity Hold?

Number of pages: 34 Posted: 10 Jun 2011
Michael Moore and Maurice J. Roche
University of Warwick - Warwick Business School and National University of Ireland, Maynooth (NUI Maynooth) - Department of Economics
Downloads 161 (180,071)
Citation 2

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Monetary volatility, Uncovered interest parity, Forward bias puzzle, Habit persistence, carry trade

15.

Optimal Retirement and Saving with Increasing Longevity

Number of pages: 29 Posted: 10 Jun 2011
Michael Moore, David E. Bloom and David Canning
University of Warwick - Warwick Business School, Harvard University - T.H. Chan School of Public Health and Harvard University - T.H. Chan School of Public Health
Downloads 155 (185,922)
Citation 3

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aging, health, retirement, savings

16.
Downloads 155 (185,922)
Citation 1

Dealer Intermediation between Markets

Swiss Finance Institute Research Paper No. 12-29
Number of pages: 46 Posted: 04 Sep 2012
Peter G. Dunne, Harald Hau and Michael Moore
Central Bank of Ireland, University of Geneva - Geneva Finance Research Institute (GFRI) and University of Warwick - Warwick Business School
Downloads 101 (259,401)
Citation 1

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Dealer Intermediation, Spread Determination, Adverse Selection, Market Segmentation

Dealer Intermediation between Markets

Number of pages: 45 Posted: 20 Mar 2011
Michael Moore, Harald Hau and Peter G. Dunne
University of Warwick - Warwick Business School, University of Geneva - Geneva Finance Research Institute (GFRI) and Central Bank of Ireland
Downloads 54 (372,796)
Citation 1

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Dealer Intermediation, Spread Determination, Adverse Selection, Market Segmentation

17.

Herding the Scapegoats: Foreign Exchange Order Flow and the Time-Varying Effect of Fundamentals

Number of pages: 45 Posted: 29 May 2014 Last Revised: 04 Jun 2014
Anna Lindahl, Michael Moore, Dagfinn Rime and Ali Shehadeh
Stockholm School of Economics - Department of Finance, University of Warwick - Warwick Business School, BI Norwegian Business School and Queen's University Belfast - Finance
Downloads 148 (193,326)

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Foreign exchange microstructure, Unstable fundamentals, Scapegoat theory

18.

Solving Exchange Rate Puzzles Without Sticky Prices Nor Trade Costs

Number of pages: 47 Posted: 25 May 2006
Michael Moore and Maurice J. Roche
University of Warwick - Warwick Business School and National University of Ireland, Maynooth (NUI Maynooth) - Department of Economics
Downloads 128 (217,117)
Citation 7

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Exchange Rate Puzzles, Forward Foreign Exchange, Habit Persistence

19.

International Order Flows: Explaining Equity and Exchange Rate Returns

Number of pages: 34 Posted: 13 Mar 2006
Michael Moore, Peter G. Dunne and Harald Hau
University of Warwick - Warwick Business School, Central Bank of Ireland and University of Geneva - Geneva Finance Research Institute (GFRI)
Downloads 116 (233,753)
Citation 8

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Market Interdependence, Heterogeneous Beliefs, Order Flow, Equity Return Parity

20.

Performance, Persistence, and Pay: A New Perspective on CTAs

WBS Finance Group Research Paper No. 2972358
Number of pages: 44 Posted: 23 May 2017
University of Warwick - Finance Group, RPM Risk & Portfolio Management AB, University of Warwick - Warwick Business School and Lancaster University - Department of Accounting and Finance
Downloads 114 (236,767)

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Commodity Trading Advisors, Alternative Investments, Information and Market Efficiency, Managerial Skill, Performance

21.

A Neo-Classical Explanation of Nominal Exchange Rate Volatility

Number of pages: 32 Posted: 24 Sep 2004
Michael Moore and Maurice J. Roche
University of Warwick - Warwick Business School and National University of Ireland, Maynooth (NUI Maynooth) - Department of Economics
Downloads 111 (241,204)
Citation 3

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Artificial economy, nominal exchange rates, habit persistence

22.

Noisy Information and Expectation Formation in the Foreign Exchange Market

Number of pages: 34 Posted: 09 Dec 2015 Last Revised: 21 Dec 2016
University of São Paulo, University of Warwick - Warwick Business School and Ghent University - Department of Financial Economics
Downloads 103 (254,252)

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Noisy Information, Microstructure, Order Flow, Exchange Rates

23.

Volatile and Persistent Real Exchange Rates Without the Contrivance of Sticky Prices

Number of pages: 29 Posted: 03 May 2002
Michael Moore and Maurice J. Roche
University of Warwick - Warwick Business School and National University of Ireland, Maynooth (NUI Maynooth) - Department of Economics
Downloads 91 (275,724)

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Meese-Rogoff, Artificial Economy, Real and Nominal Exchange Rates, Habit Persistence

24.

Carry Trade E Risco Cambial: Um Conto De Dois Fatores? (Carry Trade and Exchange Rate Risk: A Tale of Two Factors?)

Number of pages: 19 Posted: 02 Nov 2014
Alex Luiz Ferreira and Michael Moore
University of São Paulo and University of Warwick - Warwick Business School
Downloads 71 (319,668)

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Carry Trade, Uncovered Interest Parity, Imported Goods, Domestic Goods

25.

The Economics of Fertility Timing: An Euler Equation Approach

Number of pages: 30 Posted: 02 Aug 2014
David Canning, Declan French and Michael Moore
Harvard University - T.H. Chan School of Public Health, Queen's University Management School and University of Warwick - Warwick Business School
Downloads 68 (327,173)

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births, female labor supply, optimization

26.

Expectation Errors in the Foreign Exchange Market

Number of pages: 37 Posted: 22 Dec 2016
University of São Paulo, University of Warwick - Warwick Business School and Ghent University - Department of Financial Economics
Downloads 59 (351,702)

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Expectation Errors, Noisy Information, Microstructure, Order Flow, Exchange Rates

27.

Private Information and the Monetary Model of Exchange Rates: Evidence from a Novel Data Set

La Follette School Working Paper Series No. 2009-008
Number of pages: 32 Posted: 25 Jun 2009
Menzie David Chinn and Michael Moore
University of Wisconsin, Madison - Robert M. La Follette School of Public Affairs and Department of Economics and University of Warwick - Warwick Business School
Downloads 57 (357,706)
Citation 3

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exchange rates, monetary model, order flow, microstructure, forecasting performance

The Effect of Subjective Survival Probabilities on Retirement and Wealth in the United States

NBER Working Paper No. w12688
Number of pages: 45 Posted: 20 Nov 2006 Last Revised: 03 Sep 2010
Harvard University - T.H. Chan School of Public Health, Harvard University - T.H. Chan School of Public Health, University of Warwick - Warwick Business School and Union College - Department of Economics
Downloads 37 (436,362)
Citation 9

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The Effect of Subjective Survival Probabilities on Retirement and Wealth in the United States

WDA-HSG Discussion Paper No. 2007-1
Number of pages: 45 Posted: 12 Jul 2011
Harvard University - T.H. Chan School of Public Health, Harvard University - T.H. Chan School of Public Health, University of Warwick - Warwick Business School and Union College - Department of Economics
Downloads 18 (539,861)
Citation 8

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longevity, retirement decisions, wealth accumulation

29.

Dealer information and macro fundamentals - New evidence from hybrid exchange rate models

WBS Finance Group Research Paper No. 2975006
Number of pages: 49 Posted: 31 Jan 2019
Ingomar Krohn and Michael Moore
University of Warwick - Finance Group and University of Warwick - Warwick Business School
Downloads 54 (367,029)

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exchange rates, Taylor rule, order flow, microstructure

30.

The Effect of Improvements in Health and Longevity on Optimal Retirement and Saving

NBER Working Paper No. w10919
Number of pages: 36 Posted: 09 Dec 2004
David E. Bloom, David Canning and Michael Moore
Harvard University - T.H. Chan School of Public Health, Harvard University - T.H. Chan School of Public Health and University of Warwick - Warwick Business School
Downloads 51 (376,416)
Citation 11

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31.

Solving Exchange Rate Puzzles with Neither Sticky Prices Nor Trade Costs

Journal of International Money and Finance, Vol. 29, No. 6, 2010
Number of pages: 47 Posted: 10 Jun 2011
Michael Moore and Maurice J. Roche
University of Warwick - Warwick Business School and National University of Ireland, Maynooth (NUI Maynooth) - Department of Economics
Downloads 46 (393,138)
Citation 7

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Exchange Rate Puzzles, Forward Foreign Exchange, Habit Persistence

32.

Fixed Versus Flexible: Lessons from EMS Order Flow

NBER Working Paper No. w8491
Number of pages: 40 Posted: 28 Sep 2001 Last Revised: 24 Oct 2010
Setanta Asset Management, University of California, Berkeley and University of Warwick - Warwick Business School
Downloads 26 (476,623)
Citation 30

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33.

How Has the Euro Changed the Foreign Exchange Market?

Economic Policy, Vol. 17, pp. 149-191, 2002
Number of pages: 43 Posted: 22 Nov 2002
Harald Hau, William P. Killeen and Michael Moore
University of Geneva - Geneva Finance Research Institute (GFRI), Setanta Asset Management and University of Warwick - Warwick Business School
Downloads 20 (509,761)
Citation 20
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34.

Private Information and a Macro Model of Exchange Rates: Evidence from a Novel Data Set

NBER Working Paper No. w14175
Number of pages: 32 Posted: 21 Jul 2008 Last Revised: 26 Sep 2010
Menzie David Chinn and Michael Moore
University of Wisconsin, Madison - Robert M. La Follette School of Public Affairs and Department of Economics and University of Warwick - Warwick Business School
Downloads 13 (549,990)
Citation 3

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35.

Optimal Retirement with Increasing Longevity

The Scandinavian Journal of Economics, Vol. 116, Issue 3, pp. 838-858, 2014
Number of pages: 21 Posted: 13 Jun 2014
David E. Bloom, David Canning and Michael Moore
Harvard University - T.H. Chan School of Public Health, Harvard University - T.H. Chan School of Public Health and University of Warwick - Warwick Business School
Downloads 1 (633,452)
Citation 1
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Aging, health, retirement

36.

Commonality in Returns, Order Flows, and Liquidity in the Greek Stock Market

European Journal of Finance, Vol. 17, pp. 577-587, 2011
Posted: 10 Jun 2011 Last Revised: 10 Sep 2015
University of Warwick - Warwick Business School, University College Dublin (UCD) - Michael Smurfit Graduate School of Business and Central Bank of Ireland

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Market Microstructure, Common Factors, Order Flow, Liquidity

37.

Order Flow and the Monetary Model of Exchange Rates: Evidence from a Novel Data Set

Journal of Money, Credit, and Banking, Forthcoming
Posted: 10 Jun 2011
Michael Moore and Menzie David Chinn
University of Warwick - Warwick Business School and University of Wisconsin, Madison - Robert M. La Follette School of Public Affairs and Department of Economics

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Exchange rates, Monetary model, Order flow, Microstructure, Forecasting

38.

The Euro as an International Currency: Explaining Puzzling First Evidence from the Foreign Exchange Markets

Journal of International Money and Finance, Vol. 21, No. 3, pp. 351-384, May 2002
Posted: 20 Jun 2002
Michael Moore
University of Warwick - Warwick Business School

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Vehicle currency, Market transparency, Spread determination, Transaction costs