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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Top 2,975

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9,734

CITATIONS
Rank 2,865

SSRN RANKINGS

Top 2,865

in Total Papers Citations

194

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 1,581 (5,241)
Citation 17

Abstract:

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 828 (17,271)
Citation 17

Abstract:

technical analysis, rational expectations, exchange rates

3.

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 763 (20,238)
Citation 37

Abstract:

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

4.

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 615 (31,012)
Citation 4

Abstract:

currency orders, high frequency, technical analysis

5.

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 545 (34,061)
Citation 11

Abstract:

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

6.

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 505 (40,916)
Citation 1

Abstract:

7.

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 490 (26,925)
Citation 3

Abstract:

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

8.

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 398 (52,143)
Citation 2

Abstract:

9.

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 368 (58,347)
Citation 29

Abstract:

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

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 191 (125,213)
Citation 3

Abstract:

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 173 (137,403)
Citation 3

Abstract:

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 342 (64,378)
Citation 16

Abstract:

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 266 (85,397)
Citation 10

Abstract:

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 232 (100,263)

Abstract:

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 211 (107,066)
Citation 8

Abstract:

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
Bilkent University, Faculty of Business Administration and Brandeis University - International Business School
Downloads 206 (107,531)

Abstract:

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

16.

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 190 (120,758)
Citation 15

Abstract:

exchange rate, volatility

17.

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 City University London - Sir John Cass Business School
Downloads 167 (129,153)
Citation 7

Abstract:

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

18.

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 132 (142,483)

Abstract:

F31, G12, G15, C42, C82

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 131 (161,078)
Citation 6

Abstract:

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 90 (229,154)

Abstract:

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

Abstract:

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, Bilkent University, Faculty of Business Administration and Brandeis University
Downloads 43 (289,222)

Abstract:

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 29 (367,025)

Abstract:

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, Federal Reserve Bank of New York, Federal Reserve Bank of New York and Brandeis University - International Business School
Downloads 28 (374,511)
Citation 8

Abstract:

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
Carol L. Osler
Brandeis University - International Business School
Downloads 24 (386,975)

Abstract:

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 13 (440,949)

Abstract:

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:

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:

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:

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:

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: