Author Page for Ian W. Marsh

The Netherlands Institute for Social Research|SCP, City University London - Sir John Cass Business School, Universitat Pompeu Fabra - Center for Research in Health and Economics (CRES) and Erasmus University Rotterdam (EUR) - Rotterdam School of Management (RSM)

Downloads 591 (43,634)

Citation 18

Abstract:

5.

Bank Behavior with Access to Credit Risk Transfer Markets

Cass Business School Research Paper

Number of pages: 28 Posted: 14 Oct 2006 Last Revised: 30 Oct 2010

Benedikt Goderis, Ian W. Marsh, Judit Vall Castelló and Wolf Wagner

The Netherlands Institute for Social Research|SCP, City University London - Sir John Cass Business School, Universitat Pompeu Fabra - Center for Research in Health and Economics (CRES) and Erasmus University Rotterdam (EUR) - Rotterdam School of Management (RSM)

Downloads 573 (45,406)

Citation 18

Abstract:

6.

Customer Order Flow and Exchange Rate Movements: Is There Really Information Content?

Cass Business School Research Paper

Number of pages: 35 Posted: 19 Apr 2005

Ian W. Marsh and Ceire O'Rourke

City University London - Sir John Cass Business School and City University London - Sir John Cass Business School

Downloads 473 (57,936)

Citation 14

Abstract:

7.

Banning Short Sales and Market Quality: The U.K.'s Experience

Number of pages: 36 Posted: 20 Jul 2010

Ian W. Marsh and Richard Payne

City University London - Sir John Cass Business School and City University London - Sir John Cass Business School

Downloads 446 (62,258)

Citation 5

Abstract:

8.

The Effect of Lenders' Credit Risk Transfer Activities on Borrowing Firms' Equity Returns

Cass Business School Research Paper, Bank of Finland Research Discussion Paper No. 31/2006

Number of pages: 33 Posted: 09 Nov 2006

Ian W. Marsh

City University London - Sir John Cass Business School

Downloads 366 (78,734)

Citation 5

Abstract:

9.

Fast Aggressive Trading

Number of pages: 43 Posted: 24 Dec 2014

Torben Latza, Ian W. Marsh and Richard Payne

BlackRock, Inc - San Francisco, City University London - Sir John Cass Business School and City University London - Sir John Cass Business School

Downloads 316 (93,371)

Abstract:

10.

Why is Price Discovery in Credit Default Swap Markets News-Specific?

Downloads 292 (101,341)

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Why is Price Discovery in Credit Default Swap Markets News-Specific?

European Banking Center Discussion Paper No. 2012-004, CentER Discussion Paper Discussion Paper Series No. 2012-006

Number of pages: 41 Posted: 06 Jan 2012 Last Revised: 25 Jan 2012

Ian W. Marsh and Wolf Wagner

City University London - Sir John Cass Business School and Erasmus University Rotterdam (EUR) - Rotterdam School of Management (RSM)

Downloads 176 (166,671)

Abstract:

Why is Price Discovery in Credit Default Swap Markets News-Specific?

Bank of Finland Research Discussion Paper No. 6/2012

Number of pages: 43 Posted: 05 Feb 2012

Ian W. Marsh and Wolf Wagner

City University London - Sir John Cass Business School and Erasmus University Rotterdam (EUR) - Rotterdam School of Management (RSM)

Downloads 116 (234,782)

Abstract:

11.

Volatility and the Cross-Section of Returns on FX Options

Number of pages: 48 Posted: 28 Mar 2017 Last Revised: 21 May 2019

Ian W. Marsh, Jessica James, Jonathan Fullwood and Menzie David Chinn

City University London - Sir John Cass Business School, Risk Advisory Group, Bank of England and University of Wisconsin, Madison - Robert M. La Follette School of Public Affairs and Department of Economics

Downloads 208 (143,807)

Abstract:

12.

Order Flow and Central Bank Intervention: An Empirical Analysis of Recent Bank of Japan Actions in the Foreign Exchange Market

Cass Business School Research Paper

Number of pages: 36 Posted: 09 Nov 2006

Ian W. Marsh

City University London - Sir John Cass Business School

Downloads 196 (151,143)

Citation 1

Abstract:

13.

Currency Regimes and the Carry Trade

Downloads 195 (151,890)

2

Currency Regimes and the Carry Trade

Journal of Financial and Quantitative Analysis, Forthcoming

Number of pages: 72 Posted: 29 Nov 2017 Last Revised: 03 Mar 2019

Olivier Accominotti, Jason Cen, David Chambers and Ian W. Marsh

London School of Economics & Political Science (LSE), University of Essex - Essex Business School, University of Cambridge - Judge Business School, Department of Finance & Accounting and City University London - Sir John Cass Business School

Downloads 193 (153,275)

Abstract:

Currency Regimes and the Carry Trade

CEPR Discussion Paper No. DP13571

Number of pages: 75 Posted: 12 Mar 2019

Olivier Accominotti, Jason Cen, David Chambers and Ian W. Marsh

London School of Economics & Political Science (LSE), University of Essex - Essex Business School, University of Cambridge - Judge Business School, Department of Finance & Accounting and City University London - Sir John Cass Business School

Downloads 2 (650,883)

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Abstract:

14.

Do Retail FX Traders Learn?

Number of pages: 41 Posted: 11 Sep 2015

Simon Hayley and Ian W. Marsh

City University London - Sir John Cass Business School and City University London - Sir John Cass Business School

Downloads 159 (182,004)

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15.

Off the Golden Fetters: Examining Interwar Carry Trade and Momentum

Number of pages: 60 Posted: 23 Nov 2013

Jason Cen and Ian W. Marsh

University of Essex - Essex Business School and City University London - Sir John Cass Business School

Downloads 139 (203,225)

Abstract:

16.

The Impact of Public Mood on the Cross-Section of Stock Returns

Number of pages: 50 Posted: 09 May 2018 Last Revised: 17 May 2019

Jiatao Liu and Ian W. Marsh

Cass Business School and City University London - Sir John Cass Business School

Downloads 135 (208,042)

Abstract:

17.

Comovements in the Prices of Securities Issued by Large Complex Financial Institutions

Bank of England Working Paper No. 256, Cass Business School Research Paper

Number of pages: 49 Posted: 19 May 2005

Christian B. Hawkesby, Ian W. Marsh and Ibrahim Stevens

Bank of England, City University London - Sir John Cass Business School and Bank of England

Downloads 133 (210,547)

Citation 8

Abstract:

18.

How Do Uk-Based Foreign Exchange Dealers Think Their Market Operates?

NBER Working Paper No. w7524

Number of pages: 33 Posted: 24 Mar 2000 Last Revised: 15 Oct 2010

Yin-Wong Cheung, Menzie David Chinn and Ian W. Marsh

City University of Hong Kong - Department of Economics & Finance, University of Wisconsin, Madison - Robert M. La Follette School of Public Affairs and Department of Economics and City University London - Sir John Cass Business School

Downloads 90 (277,483)

Citation 36

Abstract:

19.

High Frequency Information Content in End-User Foreign Exchange Order Flows

Number of pages: 40 Posted: 03 May 2011

Ian W. Marsh and Teng Miao

City University London - Sir John Cass Business School and affiliation not provided to SSRN

Downloads 77 (305,131)

Citation 1

Abstract:

20.

Variations in Investment Advice Provision: A Study of Financial Advisors of Millionaire Investors

Number of pages: 44 Posted: 11 Dec 2018

Ylva Baeckstrom, Ian W. Marsh and Jo Silvester

University of London - King's Business School, City University London - Sir John Cass Business School and City University London - Sir John Cass Business School

Downloads 18 (521,013)

Abstract:

21.

Order Flow and Exchange Rate Dynamics: An Application to Emerging Markets

Posted: 08 Mar 2010

Ian W. Marsh and Kate Phylaktis

City University London - Sir John Cass Business School and City University London - Sir John Cass Business School

Abstract:

22.

Realignment Expectations and the Us Dollar, 1890-1897: Was There a 'Peso Problem'?

Journal of Monetary Economics, Vol. 46, No. 3, December 2000, Cass Business School Research Paper

Posted: 20 Dec 2000

C. Paul Hallwood, Ronald MacDonald and Ian W. Marsh

University of Connecticut - Department of Economics, University of Strathclyde in Glasgow - Department of Economics and City University London - Sir John Cass Business School

Abstract:

23.

On Fundamentals and Exchange Rates: A Casselian Perspective

The Review of Economics and Statistics, Vol. 79, No. 4, November 1997, Cass Business School Research Paper

Posted: 26 Feb 1998

Ronald MacDonald and Ian W. Marsh

University of Strathclyde in Glasgow - Department of Economics and City University London - Sir John Cass Business School

Abstract:

24.

Factor Structure in Cryptocurrency Returns and Volatility

Number of pages: 67

Jiatao Liu, Ian W. Marsh, Paolo Mazza and Mikael Petitjean

Cass Business School, City University London - Sir John Cass Business School, IESEG School of Management and Louvain School of Management (UCL)

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Ian W. Marsh

City University London - Sir John Cass Business School

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Scholarly Papers (24)

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Currency Regimes and the Carry Trade

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