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Carol L. Osler

Brandeis University - International Business School

Associate Professor

Mailstop 32

Waltham, MA 02454-9110

United States

  • Brandeis University - International Business School

    • Email
    • Tel: 781-736-4826
SCHOLARLY PAPERS

29

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CITATIONS
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194

Scholarly Papers (29)

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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 (4,889)
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 (16,396)
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
Cara S. Lown, Carol L. Osler, Amir Sufi and Philip E. Strahan
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 (20,202)
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 (32,550)
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 (34,361)
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 (43,095)
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 (23,572)
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 (53,982)
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 (59,839)
Citation 29

Abstract:

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

10.

Asymmetric Information in the Interbank Foreign Exchange Market

Downloads 367 ( 66,388)
Citation 3

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 192 (131,992)
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 175 (143,873)
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 (67,471)
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 (88,979)
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 (104,964)

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 (108,739)
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 (111,541)

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 (125,505)
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 (135,451)
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 (145,389)

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 (165,628)
Citation 6

Abstract:

microstructure, exchange rates, asymmetric information

20.

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

Downloads 93 (235,541)

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 93 (237,213)

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 (277,465)

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 (384,095)

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
Erica L. Groshen, Linda S. Goldberg, Hamid Mehran, Donald P. Morgan and Carol L. Osler
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 28 (391,899)
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 (408,915)

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 (459,403)

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:

28.

Rational Speculators and Exchange Rate Volatility

Downloads 0 (564,885)

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:

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