Concepedia

F. Douglas Foster

FD

23

Publications

3.4K

Citations

17

H-Index

1989

Active since

Affiliations

Australian National University(Current)

Duke University

UNSW Sydney

The University of Sydney

University of Iowa

F. Douglas Foster is an author at Australian National University specializing in business, finance, and economics.

Top concepts

Publications per year

1989–2017

23

Publications

23

A Theory of the Interday Variations in Volume, Variance, and Trading Costs in Securities Markets

F. Douglas Foster, Siva Viswanathan · Review of Financial Studies · 1990 · 820 citations

, , +20

Variations in Trading Volume, Return Volatility, and Trading Costs: Evidence on Recent Price Formation Models

F. Douglas Foster, Siva Viswanathan · The Journal of Finance · 1993 · 655 citations

, , +16

Strategic Trading When Agents Forecast the Forecasts of Others

F. Douglas Foster, Siva Viswanathan · The Journal of Finance · 1996 · 493 citations

, , +21

The Effect of Public Information and Competition on Trading Volume and Price Volatility

F. Douglas Foster, Siva Viswanathan · Review of Financial Studies · 1993 · 253 citations

, , +18

Assessing Goodness‐of‐Fit of Asset Pricing Models: The Distribution of the Maximal R2

F. Douglas Foster, Tom Smith, Robert E. Whaley · The Journal of Finance · 1997 · 212 citations

, , +17

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