The DOI matches its Crossref record; 20 of the 20 references it cites were found in a registry or an index.
Arbitrage in the foreign exchange market: Turning on the microscope
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Citations
Cites
Shleifer, A., & Vishny, R. W. (1997) · The Journal of Finance · doi:10.1111/j.1540-6261.1997.tb03807.x · Cited by 5,291
On the impossibility of informationally efficient markets
Stiglitz, J. E., & Grossman, S. J. (1980) · Columbia University · doi:10.7916/d8765r99 · Cited by 3,645
Mann, S. C., & O'Hara, M. (1996) · The Journal of Finance · doi:10.2307/2329383 · Cited by 1,152
The Microstructure Approach to Exchange Rates
Lyons, R. K. (2001) · The MIT Press eBooks · doi:10.7551/mitpress/4602.001.0001 · Cited by 1,070
Order Flow and Exchange Rate Dynamics
Evans, M. D. D., & Lyons, R. K. (2002) · Journal of Political Economy · doi:10.1086/324391 · Cited by 953
Information and Competitive Price Systems
Stiglitz, J. E., & Grossman, S. J. (1976) · Columbia Academic Commons (Columbia University) · doi:10.7916/d8959tj2 · Cited by 921
Order Flow and Exchange Rate Dynamics
Evans, M. D. D., & Lyons, R. (1999) · National Bureau of Economic Research · doi:10.3386/w7317 · Cited by 790
Viewpoint: Towards a solution to the puzzles in exchange rate economics: where do we stand?
Sarno, L. (2005) · Canadian Journal of Economics/Revue canadienne d'économique · doi:10.1111/j.0008-4085.2005.00298.x · Cited by 273
Self-citationDealer behavior and trading systems in foreign exchange markets
Bjønnes, G. H., & Rime, D. (2005) · Journal of Financial Economics · doi:10.1016/j.jfineco.2004.08.001 · Cited by 239
Self-citationCovered Interest Arbitrage and Market Turbulence
Taylor, M. P. (1989) · The Economic Journal · doi:10.2307/2234031 · Cited by 235
Cited by
Menkhoff, L., Sarno, L., Schmeling, M., & Schrimpf, A. (2012) · Journal of Financial Economics · doi:10.1016/j.jfineco.2012.06.009 · Cited by 518
Self-citationCountercyclical currency risk premia
Lustig, H., Roussanov, N., & Verdelhan, A. (2014) · Journal of Financial Economics · doi:10.1016/j.jfineco.2013.12.005 · Cited by 355
Crash-neutral currency carry trades
Jurek, J. W. (2014) · Journal of Financial Economics · doi:10.1016/j.jfineco.2014.05.004 · Cited by 319
Metadata
- Authors
- Akram, Q. F., Rime, D., & Sarno, L.
- Venue
- Journal of International Economics
- Publisher
- Elsevier BV
- Published
- 2008-12
- Volume
- 76
- Issue
- 2
- Pages
- 237-253
- ISSN
- 0022-1996 (ISSN-L)
- OpenAlex
- W3123402848
- Cited by
- 341
- References
- 20
- FWCI
- 23.91
- Type
- journal article
- Language
- en
- Open access
- closed
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- The paper
- Akram, Q. F., Rime, D., & Sarno, L. (2008). Arbitrage in the foreign exchange market: Turning on the microscope. Journal of International Economics. https://doi.org/10.1016/j.jinteco.2008.07.004
Data sources
Bibliographic data: Semantic Scholar, OpenAlex, Crossref.
Contains information from the Semantic Scholar Academic Graph Datasets, made available under the ODC Attribution License (ODC-BY 1.0).
Semantic Scholar’s data is described in: Kinney, R., et al. (2023). The Semantic Scholar Open Data Platform. arXiv:2301.10140.