Carol L. Osler

Brandeis University - International Business School

Associate Professor

Mailstop 32

Waltham, MA 02454-9110

United States

  • Brandeis University - International Business School

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    • Tel: 781-736-4826
SCHOLARLY PAPERS

31

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TOTAL CITATIONS
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209

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  • Brandeis University - International Business School

    • Email
    • Tel: 781-736-4826

Scholarly Papers (31)

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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 4,905 (4,036)

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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 2,239 (14,351)
Citation 38

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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
Gustavson School Of Business, Brandeis University - International Business School and BI Norwegian Business School
Downloads 2,088 (16,065)
Citation 16

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

4.

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 1,638 (23,433)
Citation 18

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

5.

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 1,584 (24,670)

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

6.

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 949 (51,915)
Citation 21

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

7.

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 849 (60,600)
Citation 6

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currency orders, high frequency, technical analysis

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 769 (69,091)

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9.

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 622 (90,786)
Citation 2

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10.

Asymmetric Information in the Interbank Foreign Exchange Market

Downloads 495 (120,600)
Citation 7

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
BI Norwegian Business School, Brandeis University - International Business School and BI Norwegian Business School
Downloads 278 (228,082)
Citation 5

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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
BI Norwegian Business School, Brandeis University - International Business School and BI Norwegian Business School
Downloads 217 (291,890)
Citation 2

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foreign exchange, microstructure, asymmetric information, liquidity premium

11.

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
Gustavson School Of Business, Brandeis University - International Business School and BI Norwegian Business School
Downloads 476 (126,438)
Citation 11

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F31, G12, G15, C42, C82

12.

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, Humboldt-Universität zu Berlin and University of Hannover
Downloads 467 (129,320)
Citation 37

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

13.

Macro Lessons from Microstructure

Number of pages: 46 Posted: 06 Dec 2005
Carol L. Osler
Brandeis University - International Business School
Downloads 397 (156,375)
Citation 2

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

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 349 (180,348)
Citation 21

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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 309 (205,624)

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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 308 (206,381)
Citation 15

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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
Humboldt-Universität zu Berlin, Brandeis University - International Business School and Goethe University Frankfurt - Department of Finance
Downloads 304 (209,303)
Citation 3

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

18.

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

Number of pages: 6 Posted: 04 May 2005
Carol L. Osler and Gijoon Hong
Brandeis University - International Business School and Independent
Downloads 299 (212,967)

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corporate debt, leverage

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 284 (224,744)
Citation 8

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microstructure, exchange rates, asymmetric information

20.

Price Discovery in Two-Tier Markets

International Journal of Finance and Economics, forthcoming
Number of pages: 52 Posted: 13 Jul 2020
Geir Hoidal Bjonnes, Carol L. Osler and Dagfinn Rime
BI Norwegian Business School, Brandeis University - International Business School and BI Norwegian Business School
Downloads 223 (285,880)
Citation 2

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Foreign exchange, microstructure, asymmetric information, liquidity premium

21.

Dealer Trading at the Fix

Downloads 150 (407,845)

Dealer Trading at the Fix

Number of pages: 45 Posted: 02 Apr 2024
Carol L. Osler and Alastair Turnbull
Brandeis University - International Business School and Clarkson University
Downloads 76 (665,925)

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Benchmark, collusion, Front-running, banging the close, manipulation

Dealer Trading at the Fix

Number of pages: 49 Posted: 12 Aug 2024
Carol L. Osler and Alastair Turnbull
Brandeis University - International Business School and Clarkson University
Downloads 74 (676,122)

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Fix, benchmark, collusion, predatory trading, front-running, banging-the-close, manipulation

22.

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 137 (438,391)

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Exchange rates, Microstructure, Asymmetric Information, Custody Banks

23.

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

Downloads 134 (446,171)
Citation 2

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 134 (447,371)
Citation 2

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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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24.

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 70 (685,866)

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house prices, speculative bubbles, New York

25.

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 65 (712,821)

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

26.

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: 13 Nov 2022
Carol L. Osler
Brandeis University - International Business School
Downloads 49 (814,873)

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27.

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 Last Revised: 01 May 2022
Carol L. Osler
Brandeis University - International Business School
Downloads 41 (878,479)

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28.

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

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29.

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

Posted: 15 Oct 2003
Carol L. Osler
Brandeis University - International Business School

Abstract:

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30.

Rational Speculators and Exchange Rate Volatility

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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

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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

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31.

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

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