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Frederick Douglas Foster

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This is information that was supplied by Frederick Foster in registering through RePEc. If you are Frederick Douglas Foster , you may change this information at the RePEc Author Service. Or if you are not registered and would like to be listed as well, register at the RePEc Author Service. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Personal Details

First Name: Frederick
Middle Name: Douglas
Last Name: Foster
Suffix:

RePEc Short-ID: pfo219

Email: [This author has chosen not to make the email address public]
Homepage: http://datasearch.uts.edu.au/business/staff/finance/details.cfm?StaffId=10486
Postal Address:
Phone:

Affiliation

Finance Discipline Group
Business School
University of Technology Sydney
Location: Sydney, Australia
Homepage: http://www.business.uts.edu.au/finance/
Email:
Phone: +61 2 9514 7777
Fax: +61 2 9514 7711
Postal: PO Box 123, Broadway, NSW 2007
Handle: RePEc:edi:sfutsau (more details at EDIRC)

Works

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Articles

  1. Sviatoslav Rosov & F. Douglas Foster, 2014. "Measuring the information content of customer foreign exchange orders," Australian Journal of Management, Australian School of Business, Australian School of Business, vol. 39(2), pages 247-264, May.
  2. Zhe Chen & F Douglas Foster & David R Gallagher & Adrian D Lee, 2013. "Does portfolio emulation outperform its target funds?," Australian Journal of Management, Australian School of Business, Australian School of Business, vol. 38(2), pages 401-427, August.
  3. Douglas Foster, F. & Gallagher, David R. & Looi, Adrian, 2011. "Institutional trading and share returns," Journal of Banking & Finance, Elsevier, Elsevier, vol. 35(12), pages 3383-3399.
  4. F. Douglas Foster & Charles H. Whiteman, 2006. "Bayesian Prediction, Entropy, and Option Pricingx," Australian Journal of Management, Australian School of Business, Australian School of Business, vol. 31(2), pages 181-205, December.
  5. F. Douglas Foster & Charles H. Whiteman, 2002. "Bayesian Cross Hedging: An Example From the Soybean Market," Australian Journal of Management, Australian School of Business, Australian School of Business, vol. 27(2), pages 95-122, December.
  6. F. Douglas Foster & Charles H. Whiteman, 1999. "An Application of Bayesian Option Pricing to the Soybean Market," American Journal of Agricultural Economics, Agricultural and Applied Economics Association, Agricultural and Applied Economics Association, vol. 81(3), pages 722-727.
  7. Foster, F Douglas & Smith, Tom & Whaley, Robert E, 1997. " Assessing Goodness-of-Fit of Asset Pricing Models: The Distribution of the Maximal R-Squared," Journal of Finance, American Finance Association, American Finance Association, vol. 52(2), pages 591-607, June.
  8. Foster, F Douglas & Viswanathan, S, 1996. " Strategic Trading When Agents Forecast the Forecasts of Others," Journal of Finance, American Finance Association, American Finance Association, vol. 51(4), pages 1437-78, September.
  9. Foster, F Douglas & Viswanathan, S, 1995. "Can Speculative Trading Explain the Volume-Volatility Relation?," Journal of Business & Economic Statistics, American Statistical Association, American Statistical Association, vol. 13(4), pages 379-96, October.
  10. Foster, F. Douglas & Viswanathan, S., 1994. "Strategic Trading with Asymmetrically Informed Traders and Long-Lived Information," Journal of Financial and Quantitative Analysis, Cambridge University Press, Cambridge University Press, vol. 29(04), pages 499-518, December.
  11. Foster, F Douglas & Viswanathan, S, 1993. " Variations in Trading Volume, Return Volatility, and Trading Costs: Evidence on Recent Price Formation Models," Journal of Finance, American Finance Association, American Finance Association, vol. 48(1), pages 187-211, March.
  12. Foster, F Douglas & Viswanathan, S, 1993. "The Effect of Public Information and Competition on Trading Volume and Price Volatility," Review of Financial Studies, Society for Financial Studies, Society for Financial Studies, vol. 6(1), pages 23-56.
  13. Foster, F Douglas & Viswanathan, S, 1990. "A Theory of the Interday Variations in Volume, Variance, and Trading Costs in Securities Markets," Review of Financial Studies, Society for Financial Studies, Society for Financial Studies, vol. 3(4), pages 593-624.
  14. Foster, F Douglas, 1989. " Syndicate Size, Spreads, and Market Power during the Introduction of Shelf Registration," Journal of Finance, American Finance Association, American Finance Association, vol. 44(1), pages 195-204, March.

Statistics

This author is among the top 5% authors according to these criteria:
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  2. Number of Citations, Weighted by Recursive Impact Factor
  3. Number of Citations, Weighted by Number of Authors and Simple Impact Factors
  4. Number of Citations, Weighted by Number of Authors and Recursive Impact Factors
  5. Wu-Index

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