Carol L. Osler

Brandeis University - International Business School

Associate Professor

Mailstop 32

Waltham, MA 02454-9110

United States

SCHOLARLY PAPERS

29

DOWNLOADS
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SSRN RANKINGS

Top 3,032

in Total Papers Downloads

11,886

CITATIONS
Rank 2,429

SSRN RANKINGS

Top 2,429

in Total Papers Citations

198

Ideas:
“  Trader behavior that is legally or ethically questionable The carry trade Bank reserve management  ”

Scholarly Papers (29)

1.

Support for Resistance: Technical Analysis and Intraday Exchange Rates

Economic Policy Review, Vol. 6, No. 2, July 2000
Number of pages: 16 Posted: 07 Mar 2006
Carol L. Osler
Brandeis University - International Business School
Downloads 2,563 (4,658)
Citation 13

Abstract:

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exchange rates, tecnhical analysis, high-frequency, bootstrap, support, resistance

2.

Head and Shoulders: Not Just a Flaky Pattern

FRB of New York Staff Report No. 4
Number of pages: 67 Posted: 22 Jun 2007
Carol L. Osler and P. H. Kevin Chang
Brandeis University - International Business School and Credit Suisse AG - London Headquarters
Downloads 1,189 (16,455)
Citation 29

Abstract:

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technical analysis, rational expectations, exchange rates

3.

Foreign Exchange Market Structure, Players and Evolution

Norges Bank Working Paper No. 2011/10
Number of pages: 47 Posted: 30 Sep 2011
Michael R. King, Carol L. Osler and Dagfinn Rime
Ivey Business School, Brandeis University - International Business School and BI Norwegian Business School
Downloads 1,044 (19,992)
Citation 31

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Exchange rates, algorithmic trading, market microstructure, electronic trading, high frequency trading

4.

The Changing Landscape of the Financial Services Industry: What Lies Ahead?

FRB of New York Economic Policy Review, Vol. 6, No. 4, pp. 39-55, October 2000
Number of pages: 17 Posted: 03 Sep 2004
Federal Reserve Banks - Federal Reserve Bank of New York, Brandeis University - International Business School, University of Chicago - Booth School of Business and Boston College - Department of Finance
Downloads 1,026 (20,495)
Citation 22

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Gramm Leach Bliley, Financial Services Modernization Act, bank consolidation, financial services consolidation

5.

Stop-Loss Orders and Price Cascades in Currency Markets

FRB of New York Staff Report No. 150
Number of pages: 44 Posted: 31 Jul 2006
Carol L. Osler
Brandeis University - International Business School
Downloads 722 (33,792)
Citation 34

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stop-loss, exchange rates, currency markets, high-frequency, portfolio insurance, order flow

6.

Currency Orders and Exchange-Rate Dynamics: Explaining the Success of Technical Analysis

FRB of New York Staff Report No. 125
Number of pages: 45 Posted: 09 Aug 2006
Carol L. Osler
Brandeis University - International Business School
Downloads 698 (35,369)
Citation 13

Abstract:

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currency orders, high frequency, technical analysis

7.

Overconfidence in Currency Markets

Number of pages: 41 Posted: 25 Mar 2008
Thomas Oberlechner and Carol L. Osler
Harvard University - Harvard Kennedy School (HKS) and Brandeis University - International Business School
Downloads 675 (37,050)
Citation 18

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Overconfidence, imperfect rationality, currency dealers, survival of imperfect rationality

8.

Determinants of Currency Risk Premiums

FRB of New York Staff Report No. 70
Number of pages: 42 Posted: 11 Aug 1999
John A. Carlson and Carol L. Osler
Purdue University - Department of Economics and Brandeis University - International Business School
Downloads 537 (49,918)
Citation 3

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9.

Identifying Noise Traders: The Head-and-Shoulders Pattern in U.S. Equities

FRB of New York Staff Report No. 42
Number of pages: 74 Posted: 20 Oct 2006
Carol L. Osler
Brandeis University - International Business School
Downloads 473 (58,652)
Citation 6

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Asymmetric Information in the Interbank Foreign Exchange Market

Number of pages: 29 Posted: 06 Mar 2008
Geir Hoidal Bjonnes, Carol L. Osler and Dagfinn Rime
The Norwegian School of Management BI, Brandeis University - International Business School and BI Norwegian Business School
Downloads 205 (146,300)
Citation 3

Abstract:

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Foreign exchange, microstructure

Asymmetric Information in the Interbank Foreign Exchange Market

Number of pages: 30 Posted: 17 Feb 2009 Last Revised: 04 May 2010
Geir Hoidal Bjonnes, Carol L. Osler and Dagfinn Rime
The Norwegian School of Management BI, Brandeis University - International Business School and BI Norwegian Business School
Downloads 182 (163,507)

Abstract:

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foreign exchange, microstructure, asymmetric information, liquidity premium

11.

Price Discovery in Currency Markets

EFA 2006 Zurich Meetings
Number of pages: 51 Posted: 15 Mar 2006
Carol L. Osler, Lukas Menkhoff and Alexander Mende
Brandeis University - International Business School, German Institute for Economic Research (DIW Berlin) and University of Hannover
Downloads 377 (76,936)
Citation 25

Abstract:

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Bid-ask spreads, foreign exchange, asymmetric information, microstructure, price discovery, interdealer, inventory, market order, limit order

12.

Macro Lessons from Microstructure

Number of pages: 46 Posted: 06 Dec 2005
Carol L. Osler
Brandeis University - International Business School
Downloads 307 (97,109)
Citation 11

Abstract:

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microstructure, international macroeconomics, exchange rate, exchange-rate model, order flow, liquidity, currency trading

13.

Rapidly Rising Coporate Debt: Are Firms Now Vulnerable to an Economic Slowdown?

Current Issues in Economics and Finance, Vol. 6, No. 7, June 2000
Number of pages: 6 Posted: 04 May 2005
Carol L. Osler and Gijoon Hong
Brandeis University - International Business School and Independent
Downloads 255 (118,301)
Citation 1

Abstract:

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corporate debt, leverage

14.

Short-Run Exchange-Rate Dynamics: Theory and Evidence

CREATES Research Paper 2008-1
Number of pages: 58 Posted: 19 Jun 2008
John A. Carlson, Christian Dahl and Carol L. Osler
Purdue University - Department of Economics, affiliation not provided to SSRN and Brandeis University - International Business School
Downloads 250 (120,722)
Citation 22

Abstract:

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Exchange-rate dynamics, currency market microstructure

15.

Extreme Returns without News: The Case of Currencies

Number of pages: 50 Posted: 20 Feb 2009
Tanseli Savaser and Carol L. Osler
Vassar College - Department of Economics and Brandeis University - International Business School
Downloads 246 (122,700)
Citation 3

Abstract:

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kurtosis, exchange rates, order flow, high-frequency, microstructure

16.

The Market Microstructure Approach to Foreign Exchange: Looking Back and Looking Forward

Journal of International Money and Finance, Forthcoming, Norges Bank Working Paper 2013/12
Number of pages: 55 Posted: 24 May 2013
Michael R. King, Carol L. Osler and Dagfinn Rime
Ivey Business School, Brandeis University - International Business School and BI Norwegian Business School
Downloads 236 (127,972)
Citation 17

Abstract:

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F31, G12, G15, C42, C82

17.

Rational Speculators and Exchange Rate Volatility

FRB of New York Staff Report No. 13
Number of pages: 31 Posted: 22 Jun 2007
Carol L. Osler and John A. Carlson
Brandeis University - International Business School and Purdue University - Department of Economics
Downloads 219 (137,648)
Citation 23

Abstract:

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exchange rate, volatility

18.

Limit-Order Submission Strategies under Asymmetric Information

CESifo Working Paper Series No. 3054
Number of pages: 42 Posted: 19 May 2010
Lukas Menkhoff, Carol L. Osler and Maik Schmeling
German Institute for Economic Research (DIW Berlin), Brandeis University - International Business School and Goethe University Frankfurt - Department of Finance
Downloads 213 (141,366)
Citation 13

Abstract:

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limit-order market, order submission, informed traders, market conditions

19.

Hedge Funds and the Origins of Private Information in Currency Markets

Number of pages: 30 Posted: 10 Oct 2009
Carol L. Osler and Vitaliy Vandrovych
Brandeis University - International Business School and State Street Global Advisors, ARC
Downloads 175 (169,334)
Citation 4

Abstract:

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microstructure, exchange rates, asymmetric information

Short-Term Speculators and the Origins of Near-Random-Walk Exchange Rate Behavior

FRB of New York Staff Report No. 3
Number of pages: 69 Posted: 22 Jun 2007
Carol L. Osler
Brandeis University - International Business School
Downloads 97 (269,118)
Citation 18

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foreign exchange market, exchange rates, speculation, asset pricing

Short-Term Speculators and the Origins of Near-Random-Walk Exchange Rate Behavior

Federal Reserve Bank of New York Staff Reports No. 3
Posted: 07 Jan 1998
Carol L. Osler
Brandeis University - International Business School

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21.

Asymmetric Information and the Foreign-Exchange Trades of Global Custody Banks

Number of pages: 40 Posted: 22 Mar 2011 Last Revised: 15 Sep 2015
Carol L. Osler, Tanseli Savaser and Thang Nguyen
Brandeis University - International Business School, Vassar College - Department of Economics and Brandeis University
Downloads 82 (297,016)

Abstract:

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Exchange rates, Microstructure, Asymmetric Information, Custody Banks

22.

Second District House Prices: Why so Weak in the 1990s?

Current Issues in Economics and Finance, Vol. 5, No. 2, January 1999
Number of pages: 6 Posted: 28 Jun 2007
Matthew Higgins, Carol L. Osler and Anjali Sridhar
Federal Reserve Bank of New York, Brandeis University - International Business School and affiliation not provided to SSRN
Downloads 35 (439,425)

Abstract:

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house prices, speculative bubbles, New York

23.

Introduction

Economic Policy Review, Vol. 8, No. 2, November 2002
Number of pages: 4 Posted: 13 Sep 2005
Federal Reserve Bank of New York, Federal Reserve Bank of New York, Independent, Federal Reserve Bank of New York and Brandeis University - International Business School
Downloads 33 (447,789)
Citation 3

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September 11, terrorism, New York City, financial markets, Federal Reserve Bank of New York

24.

Interest Rate Term Premiums and the Failure of the Speculative Efficiency Hypothesis: a Theoretical Investigation

NBER Working Paper No. w3060
Number of pages: 28 Posted: 28 May 2004 Last Revised: 11 Jun 2008
Carol L. Osler
Brandeis University - International Business School
Downloads 29 (466,369)

Abstract:

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25.

Terms of Trade and the Transmission of Output Shocks in a Rational Expectations Model

NBER Working Paper No. w2681
Number of pages: 34 Posted: 04 Jul 2004
Carol L. Osler
Brandeis University - International Business School
Downloads 18 (526,893)

Abstract:

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26.

Market Microstructure and the Profitability of Currency Trading

Annual Review of Financial Economics, Vol. 4, pp. 469-495, 2012
Posted: 04 Nov 2012
Carol L. Osler
Brandeis University - International Business School

Abstract:

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27.

Currency Orders and Exchange Rate Dynamics: An Explanation for the Predictive Success of Technical Analysis

Journal of Finance, Vol. 58, pp. 1791-1820, October 2003
Posted: 15 Oct 2003
Carol L. Osler
Brandeis University - International Business School

Abstract:

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Rational Speculators and Exchange Rate Volatility

European Economic Review
Posted: 22 Apr 1998
Carol L. Osler and John A. Carlson
Brandeis University - International Business School and Purdue University - Department of Economics

Abstract:

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Rational Speculators and Exchange Rate Volatility

Federal Reserve Bank of New York Staff Reports No. 13
Posted: 17 Apr 1998
Carol L. Osler and John A. Carlson
Brandeis University - International Business School and Purdue University - Department of Economics

Abstract:

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29.

Technical Analysis as a Source of Exchange-Rate Forecast Irrationality: The Head-and-Shoulders Pattern

Posted: 07 Jan 1998
Carol L. Osler and P. H. Kevin Chang
Brandeis University - International Business School and Credit Suisse AG - London Headquarters

Abstract:

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