Carol L. Osler

Brandeis University - International Business School

Associate Professor

Mailstop 32

Waltham, MA 02454-9110

United States

SCHOLARLY PAPERS

30

DOWNLOADS
Rank 3,393

SSRN RANKINGS

Top 3,393

in Total Papers Downloads

14,418

SSRN CITATIONS
Rank 7,184

SSRN RANKINGS

Top 7,184

in Total Papers Citations

52

CROSSREF CITATIONS

133

Ideas:
“  Trader behavior that is legally or ethically questionable The carry trade Bank reserve management  ”

Scholarly Papers (30)

1.

Support for Resistance: Technical Analysis and Intraday Exchange Rates

Number of pages: 16 Posted: 07 Mar 2006
Carol L. Osler
Brandeis University - International Business School
Downloads 3,228 (4,581)

Abstract:

Loading...

exchange rates, tecnhical analysis, high-frequency, bootstrap, support, resistance

2.

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 1,483 (16,148)
Citation 16

Abstract:

Loading...

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

3.

Head and Shoulders: Not Just a Flaky Pattern

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 1,470 (16,345)
Citation 38

Abstract:

Loading...

technical analysis, rational expectations, exchange rates

4.

The Changing Landscape of the Financial Services Industry: What Lies Ahead?

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 1,198 (22,194)

Abstract:

Loading...

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

5.

Stop-Loss Orders and Price Cascades in Currency Markets

Number of pages: 44 Posted: 31 Jul 2006
Carol L. Osler
Brandeis University - International Business School
Downloads 925 (32,225)
Citation 18

Abstract:

Loading...

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

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 764 (41,934)
Citation 18

Abstract:

Loading...

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

7.

Currency Orders and Exchange-Rate Dynamics: Explaining the Success of Technical Analysis

Number of pages: 45 Posted: 09 Aug 2006
Carol L. Osler
Brandeis University - International Business School
Downloads 759 (42,311)
Citation 3

Abstract:

Loading...

currency orders, high frequency, technical analysis

8.

Identifying Noise Traders: The Head-and-Shoulders Pattern in U.S. Equities

Number of pages: 74 Posted: 20 Oct 2006
Carol L. Osler
Brandeis University - International Business School
Downloads 588 (59,284)
Citation 16

Abstract:

Loading...

9.

Determinants of Currency Risk Premiums

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 557 (63,308)
Citation 2

Abstract:

Loading...

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 234 (166,260)
Citation 5

Abstract:

Loading...

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 190 (202,342)
Citation 2

Abstract:

Loading...

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 397 (95,160)
Citation 25

Abstract:

Loading...

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

12.

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 339 (113,746)
Citation 4

Abstract:

Loading...

F31, G12, G15, C42, C82

13.

Macro Lessons from Microstructure

Number of pages: 46 Posted: 06 Dec 2005
Carol L. Osler
Brandeis University - International Business School
Downloads 323 (119,925)
Citation 2

Abstract:

Loading...

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

14.

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 268 (145,931)

Abstract:

Loading...

corporate debt, leverage

15.

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 267 (146,483)
Citation 21

Abstract:

Loading...

Exchange-rate dynamics, currency market microstructure

16.

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 266 (146,995)

Abstract:

Loading...

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

17.

Rational Speculators and Exchange Rate Volatility

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 263 (148,658)
Citation 15

Abstract:

Loading...

exchange rate, volatility

18.

Limit-Order Submission Strategies under Asymmetric Information

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 Goethe University Frankfurt - Department of Finance
Downloads 246 (158,894)
Citation 3

Abstract:

Loading...

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

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 206 (188,062)
Citation 8

Abstract:

Loading...

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 115 (302,824)

Abstract:

Loading...

Foreign exchange, microstructure, asymmetric information, liquidity premium

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

Number of pages: 69 Posted: 22 Jun 2007
Carol L. Osler
Brandeis University - International Business School
Downloads 105 (324,679)
Citation 2

Abstract:

Loading...

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:

Loading...

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 96 (342,003)

Abstract:

Loading...

Exchange rates, Microstructure, Asymmetric Information, Custody Banks

23.

Second District House Prices: Why so Weak in the 1990s?

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 41 (524,592)

Abstract:

Loading...

house prices, speculative bubbles, New York

24.

Introduction

Number of pages: 4 Posted: 13 Sep 2005
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 39 (534,270)

Abstract:

Loading...

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

25.

Interest Rate Term Premiums and the Failure of the Speculative Efficiency Hypothesis: a Theoretical Investigation

Number of pages: 28 Posted: 28 May 2004 Last Revised: 13 Nov 2021
Carol L. Osler
Brandeis University - International Business School
Downloads 32 (571,041)

Abstract:

Loading...

26.

Terms of Trade and the Transmission of Output Shocks in a Rational Expectations Model

Number of pages: 34 Posted: 04 Jul 2004 Last Revised: 31 Oct 2021
Carol L. Osler
Brandeis University - International Business School
Downloads 19 (655,987)

Abstract:

Loading...

27.

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:

Loading...

28.

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:

Loading...

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:

Loading...

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:

Loading...

30.

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:

Loading...