Michael Melvin - Concepedia

Author

Michael Melvin

Also Known As

Buen Low, Christian Schlag, M. MELVIN, MICHAEL MELVIN, Michael Melvin, Michael T. Melvin, Nathan Associates, U.S.A., Stephen Wang

161

Publications

3.3K

Citations

H-Index

Concepts

All Affiliations

Arizona State University Ifo Institute for Economic Research University of California San Diego SV Health Investors (United States)California State University, Northridge

About

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

Top Concepts

#	Concept	H-Index	Publications	Citations
1	Business	25	43	2.8K
2	Humanities	2	2	49
3	Law	2	2	64
4	Engineering	1	1	19
5	Health Sciences	1	1	15

Michael Melvin

Publications

3.1K

Citations

H-Index

Page 1

	Year	Citations
Bid—ask spreads and volatility in the foreign exchange market Tim Bollerslev, Michael Melvin Journal of International Economics EconomicsFinancial EconomicsInternational FinanceAsset PricingForeign Exchange Option	1994	305
Is There Private Information in the FX Market? The Tokyo Experiment Takatoshi Ito, Richard K. Lyons, Michael Melvin The Journal of Finance TradeMarket MicrostructureInternational FinanceAsset PricingEconomic Analysis	1998	293
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 Market MicrostructureEconomicsFinancial EconomicsStock PricesInternational Finance	2004	240
Public Information Arrival, Exchange Rate Volatility, and Quote Frequency Michael Melvin, Xixi Yin The Economic Journal Volatility ModelingExchange RateExchange Rate VolatilityCommunicationTime Series Econometrics	2000	190
The Global Transmission of Volatility in the Foreign Exchange Market Michael Melvin, Bettina Peiers Melvin The Review of Economics and Statistics Volatility ModelingInternational EconomicsTradeExchange RateTime Series Econometrics	2003	141
‘Once-in-a-generation’ yen volatility in 1998: fundamentals, intervention, and order flow Jun Cai, Yan‐Leung Cheung, Raymond S.K. Lee, Journal of International Money and Finance Volatility ModelingFinancial EconomicsInternational FinanceAsset PricingEast Asian Studies	2001	135
The Crisis in the Foreign Exchange Market Michael Melvin, Mark P. Taylor Journal of International Money and Finance Global MarketsEconomicsInternational FinanceExchange Rate MovementBusiness	2009	106
South African political unrest, oil prices, and the time varying risk premium in the gold futures market Michael Melvin, Jahangir Sultan Journal of Futures Markets EconomicsFinancial EconomicsAsset PricingInternational FinanceManagement	1990	105
Asymmetric information and price discovery in the FX market: does Tokyo know more about the yen? Vicentiu Covrig, Michael Melvin Journal of Empirical Finance Market MicrostructureEconomicsInternational FinanceTradeExchange Rate Movement	2002	97
Exchange rate management in emerging markets: Intervention via an electronic limit order book Michael Melvin, Lukas Menkhoff, Maik Schmeling Journal of International Economics EconomicsExchange Rate ManagementInternational FinanceExchange Rate StabilityExchange Rate Movement	2009	87

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