F. Douglas Foster - Concepedia

Author

F. Douglas Foster

Australian National University

Also Known As

Adrian D. Lee, F Douglas Foster, F. DOUGLAS FOSTER, F. Douglas Foster

Publications

3.5K

Citations

H-Index

Concepts

All Affiliations

Australian National University Duke University UNSW Sydney The University of Sydney University of Iowa

About

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

Top Concepts

#	Concept	H-Index	Publications	Citations
1	Business	14	17	2.9K
2	Management	9	9	1.2K
3	Education	1	1	11
4	Engineering	1	1	13
5	Medicine	1	1	23

F. Douglas Foster

Publications

3.4K

Citations

H-Index

Page 1

	Year	Citations
A Theory of the Interday Variations in Volume, Variance, and Trading Costs in Securities Markets F. Douglas Foster, Siva Viswanathan Review of Financial Studies Volatility ModelingLiquidityInformed TraderTrading CostsMarket Microstructure	1990	820
Variations in Trading Volume, Return Volatility, and Trading Costs: Evidence on Recent Price Formation Models F. Douglas Foster, Siva Viswanathan The Journal of Finance Volatility ModelingTrading CostsVolume PredictionTime Series EconometricsMarket Microstructure	1993	655
Strategic Trading When Agents Forecast the Forecasts of Others F. Douglas Foster, Siva Viswanathan The Journal of Finance Game TheoryInitial CorrelationMarket MicrostructureStrategic TradingEconomic Forecasting	1996	493
The Effect of Public Information and Competition on Trading Volume and Price Volatility F. Douglas Foster, Siva Viswanathan Review of Financial Studies F. Douglas FosterDuke UniversityTradeMarket MicrostructureSearch Costs	1993	253
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 Empirical FinanceApplied EconometricsAsset AllocationAsset Pricing ModelsTime Series Econometrics	1997	212
Strategic Trading with Asymmetrically Informed Traders and Long-Lived Information F. Douglas Foster, Siva Viswanathan Journal of Financial and Quantitative Analysis	1994	209
Variations in Trading Volume, Return Volatility, and Trading Costs: Evidence on Recent Price Formation Models F. Douglas Foster, S. Viswanathan The Journal of Finance	1993	154
Strategic Trading When Agents Forecast the Forecasts of Others F. Douglas Foster, Siva Viswanathan The Journal of Finance Game TheoryMarket MicrostructureStrategic TradingEconomic ForecastingAsset Pricing	1996	116
Can Speculative Trading Explain the Volume–Volatility Relation? F. Douglas Foster, Siva Viswanathan Journal of Business and Economic Statistics	1995	114
Can Speculative Trading Explain the Volume-Volatility Relation? F. Douglas Foster, S. Viswanathan Journal of Business and Economic Statistics Market MicrostructureVolatility ModelingFinancial EconomicsAsset PricingVolume-volatility Relation	1995	61

Page 1