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Carol Osler

Personal Details

First Name:Carol
Middle Name:
Last Name:Osler
Suffix:
RePEc Short-ID:pos14
http://www.people.brandeis.edu/~cosler
Brandeis International Business School Mailstop 32 Brandeis University Waltham, MA 02454
(781) 736-4826

Affiliation

Department of Economics, International Business School
Brandeis University

Waltham, Massachusetts (United States)
http://www.brandeis.edu/ief/
RePEc:edi:gsbraus (more details at EDIRC)

Research output

as
Jump to: Working papers Articles Books

Working papers

  1. Nicholas Wilson, 2011. "Fertility Responses to Prevention of Mother-to-Child Transmission of HIV," Department of Economics Working Papers 2011-11, Department of Economics, Williams College, revised Sep 2011.
  2. Carol Osler & Thang Nguyen & Tanseli Savaser, 2011. "Asymmetric Information and the Foreign-Exchange Trades of Global Custody Banks," Department of Economics Working Papers 2011-09, Department of Economics, Williams College.
  3. Lukas Menkhoff & Carol L. Osler & Maik Schmeling, 2010. "Limit-Order Submission Strategies under Asymmetric Information," CESifo Working Paper Series 3054, CESifo.
  4. Carol Osler & Alexander Mende & Lukas Menkhoff, 2010. "Price Discovery in Currency Markets," Working Papers 03, Brandeis University, Department of Economics and International Business School.
  5. Carol Osler & Tanseli Savaser, 2010. "Extreme Returns: The Case of Currencies," Working Papers 04, Brandeis University, Department of Economics and International Business School.
  6. Thomas Oberlechner & Carol Osler, 2009. "Overconfidence in Currency Markets," Working Papers 02, Brandeis University, Department of Economics and International Business School.
  7. Geir H. Bjønnes & Carol L. Osler & Dagfinn Rime, 2009. "Asymmetric information in the interbank foreign exchange market," Working Paper 2008/25, Norges Bank.
  8. Carol Osler & Tanseli Savaser, 2008. "Extreme Returns without News: A Microstructural Explanation," Department of Economics Working Papers 2008-02, Department of Economics, Williams College.
  9. John A Carlson & Christian M. Dahl & Carol L. Osler, 2008. "Short-run Exchange-Rate Dynamics: Theory and Evidence," CREATES Research Papers 2008-01, Department of Economics and Business Economics, Aarhus University.
  10. Carol L. Osler, 2002. "Stop-loss orders and price cascades in currency markets," Staff Reports 150, Federal Reserve Bank of New York.
  11. Carol L. Osler, 2001. "Currency orders and exchange-rate dynamics: explaining the success of technical analysis," Staff Reports 125, Federal Reserve Bank of New York.
  12. John A. Carlson & Carol L. Osler, 1999. "Determinants of current risk premiums," Staff Reports 70, Federal Reserve Bank of New York.
  13. Carol L. Osler, 1998. "Identifying noise traders: the head-and-shoulders pattern in U.S. equities," Staff Reports 42, Federal Reserve Bank of New York.
  14. Matthew Higgins & Carol L. Osler, 1998. "Asset market hangovers and economic growth: U.S. housing markets," Research Paper 9801, Federal Reserve Bank of New York.
  15. Matthew Higgins & Carol L. Osler, 1997. "Asset market hangovers and economic growth," Research Paper 9704, Federal Reserve Bank of New York.
  16. John A. Carlson & Carol L. Osler, 1996. "Rational speculators and exchange rate volatility," Staff Reports 13, Federal Reserve Bank of New York.
  17. Carol L. Osler, 1995. "Short-term speculators and the origins of near-random-walk exchange rate behavior," Staff Reports 3, Federal Reserve Bank of New York.
  18. P.H. Kevin Chang & Carol L. Osler, 1995. "Head and shoulders: not just a flaky pattern," Staff Reports 4, Federal Reserve Bank of New York.
  19. P.H. Kevin Chang & Carol L. Osler, 1994. "Evaluating chart-based technical analysis: the head-and-shoulder pattern in foreign exchange," Research Paper 9414, Federal Reserve Bank of New York.
  20. Carol L. Osler, 1994. "Policy stabilization and exchange rate stability," Research Paper 9402, Federal Reserve Bank of New York.
  21. Carol L. Osler, 1992. "Exchange rate dynamics and speculator behavior," Research Paper 9222, Federal Reserve Bank of New York.
  22. Carol L. Osler, 1989. "Interest Rate Term Premiums and the Failure of the Speculative Efficiency Hypothesis: A Theoretical Investigation," NBER Working Papers 3060, National Bureau of Economic Research, Inc.
  23. Carol L. Osler, 1988. "Terms of Trade and the Transmission of Output Shocks in a Rational Expectations Model," NBER Working Papers 2681, National Bureau of Economic Research, Inc.
  24. Carol L. Osler, 1987. "Portfolio Diversification, Real Interest Rates, and the Balance of Payments," NBER Working Papers 2441, National Bureau of Economic Research, Inc.
  25. Carol L. Osler, 1987. "Factor Prices and Welfare Under Integrated Capital Markets," NBER Working Papers 2447, National Bureau of Economic Research, Inc.

Articles

  1. Menkhoff, Lukas & Osler, Carol L. & Schmeling, Maik, 2010. "Limit-order submission strategies under asymmetric information," Journal of Banking & Finance, Elsevier, vol. 34(11), pages 2665-2677, November.
  2. Osler, Carol, 2007. "The exchange rate in a behavioral finance framework," Journal of International Economics, Elsevier, vol. 72(1), pages 265-270, May.
  3. Carol L. Osler, 2006. "Macro lessons from microstructure," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 11(1), pages 55-80.
  4. Osler, Carol L., 2005. "Stop-loss orders and price cascades in currency markets," Journal of International Money and Finance, Elsevier, vol. 24(2), pages 219-241, March.
  5. Linda S. Goldberg & Erica L. Groshen & James A. Kahn & Hamid Mehran & Donald P. Morgan & Carol L. Osler, 2002. "Introduction," Economic Policy Review, Federal Reserve Bank of New York, vol. 8(Nov), pages 1-4.
  6. Cara S. Lown & Carol L. Osler & Philip E. Strahan & Amir Sufi, 2000. "The changing landscape of the financial services industry: what lies ahead?," Economic Policy Review, Federal Reserve Bank of New York, issue Oct, pages 39-54.
  7. Gijoon Hong & Carol L. Osler, 2000. "Rapidly rising corporate debt: are firms now vulnerable to an economic slowdown?," Current Issues in Economics and Finance, Federal Reserve Bank of New York, vol. 6(Jun).
  8. Carlson, John A. & Osler, C. L., 2000. "Rational speculators and exchange rate volatility1," European Economic Review, Elsevier, vol. 44(2), pages 231-253, February.
  9. Carol L. Osler, 2000. "Support for resistance: technical analysis and intraday exchange rates," Economic Policy Review, Federal Reserve Bank of New York, issue Jul, pages 53-68.
  10. Matthew Higgins & Carol L. Osler & Anjali Sridhar, 1999. "Second district housing prices: why so weak in the 1990s?," Current Issues in Economics and Finance, Federal Reserve Bank of New York, vol. 5(Jan).
  11. Chang, P H Kevin & Osler, Carol L, 1999. "Methodical Madness: Technical Analysis and the Irrationality of Exchange-Rate Forecasts," Economic Journal, Royal Economic Society, vol. 109(458), pages 636-661, October.
  12. Osler, C. L., 1998. "Short-term speculators and the puzzling behaviour of exchange rates," Journal of International Economics, Elsevier, vol. 45(1), pages 37-57, June.
  13. Higgins, Matthew & Osler, Carol, 1997. "Asset Market Hangovers and Economic Growth: The OECD during 1984-93," Oxford Review of Economic Policy, Oxford University Press and Oxford Review of Economic Policy Limited, vol. 13(3), pages 110-134, Autumn.
  14. Osler, C. L., 1995. "Exchange rate dynamics and speculator horizons," Journal of International Money and Finance, Elsevier, vol. 14(5), pages 695-719, October.
  15. Carol L. Osler, 1994. "In brief: high foreign real interest rates and investment in the 1990s," Quarterly Review, Federal Reserve Bank of New York, vol. 19(Spr), pages 38-44.
  16. Osler, C. L., 1991. "Factor prices under integrated markets for risky capital," European Economic Review, Elsevier, vol. 35(6), pages 1311-1340, August.
  17. Osler, Carol L., 1991. "Explaining the absence of international factor-price convergence," Journal of International Money and Finance, Elsevier, vol. 10(1), pages 89-107, March.

Books

  1. Susan Hickok & Carol L. Osler, 1994. "The credit slowdown abroad," Monograph, Federal Reserve Bank of New York, number 1994tcs.

More information

Research fields, statistics, top rankings, if available.

Statistics

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Rankings

This author is among the top 5% authors according to these criteria:
  1. Number of Distinct Works, Weighted by Number of Authors and Simple Impact Factors
  2. Number of Distinct Works, Weighted by Number of Authors and Recursive Impact Factors

Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 8 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-IFN: International Finance (6) 2001-06-08 2006-11-04 2008-06-27 2009-01-17 2011-02-05 2011-02-05. Author is listed
  2. NEP-MST: Market Microstructure (6) 2006-11-04 2008-06-27 2009-01-17 2011-02-05 2011-02-05 2011-10-01. Author is listed
  3. NEP-BAN: Banking (2) 2009-01-17 2011-10-01
  4. NEP-CBA: Central Banking (2) 2008-06-27 2011-10-01
  5. NEP-CTA: Contract Theory and Applications (2) 2009-01-17 2011-10-01
  6. NEP-MON: Monetary Economics (2) 2008-06-27 2009-01-17
  7. NEP-ACC: Accounting and Auditing (1) 2011-07-27
  8. NEP-CFN: Corporate Finance (1) 2006-11-04
  9. NEP-CMP: Computational Economics (1) 2011-02-05
  10. NEP-FMK: Financial Markets (1) 2001-06-08
  11. NEP-IUE: Informal and Underground Economics (1) 2011-07-27
  12. NEP-LAB: Labour Economics (1) 2011-07-27
  13. NEP-PUB: Public Finance (1) 2011-07-27
  14. NEP-RMG: Risk Management (1) 2011-02-05

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