Concepedia

Michael Melvin

MM

54

Publications

3.1K

Citations

27

H-Index

1983

Active since

Affiliations

Arizona State University(Current)

Ifo Institute for Economic Research

University of California San Diego

SV Health Investors (United States)

California State University, Northridge

Michael Melvin is an author at Arizona State University specializing in business, finance, and international finance.

Top concepts

BusinessFinanceGlobal FinanceEconomicsFinancial EconomicsExchange RateEconomic AnalysisTradeFinancial CrisisAsset Pricing

Publications per year

1983–2021

54

Publications

54

Bid—ask spreads and volatility in the foreign exchange market

Tim Bollerslev, Michael Melvin · Journal of International Economics · 1994 · 305 citations

Economics, Financial Economics, International Finance +8

Is There Private Information in the FX Market? The Tokyo Experiment

Takatoshi Ito, Richard K. Lyons, Michael Melvin · The Journal of Finance · 1998 · 293 citations

Trade, Market Microstructure, International Finance +17

Internationally cross-listed stock prices during overlapping trading hours: price discovery and exchange rate effects

Joachim Grammig, Michael Melvin, Christian Schlag · Journal of Empirical Finance · 2004 · 240 citations

Market Microstructure, Economics, Financial Economics +13

Public Information Arrival, Exchange Rate Volatility, and Quote Frequency

Michael Melvin, Xixi Yin · The Economic Journal · 2000 · 190 citations

Volatility Modeling, Exchange Rate, Exchange Rate Volatility +17

The Global Transmission of Volatility in the Foreign Exchange Market

Michael Melvin, Bettina Peiers Melvin · The Review of Economics and Statistics · 2003 · 141 citations

Volatility Modeling, International Economics, Trade +21

Rows per page

1–5 of 54