| Bid—ask spreads and volatility in the foreign exchange market: An empirical analysis T Bollerslev, M Melvin Journal of International Economics 36 (3-4), 355-372, 1994 | 436 | 1994 |
| Is there private information in the FX market? The Tokyo experiment T Ito, RK Lyons, MT Melvin The Journal of Finance 53 (3), 1111-1130, 1998 | 431 | 1998 |
| The crisis in the foreign exchange market M Melvin, MP Taylor Journal of International Money and finance 28 (8), 1317-1330, 2009 | 401 | 2009 |
| International money and finance M Melvin, SC Norrbin Academic Press, 2017 | 317 | 2017 |
| Internationally cross-listed stock prices during overlapping trading hours: price discovery and exchange rate effects J Grammig, M Melvin, C Schlag Journal of Empirical Finance 12 (1), 139-164, 2005 | 272 | 2005 |
| Public information arrival, exchange rate volatility, and quote frequency M Melvin, X Yin The Economic Journal 110 (465), 644-661, 2000 | 253 | 2000 |
| The determinants of co-authorship: An analysis of the economics literature JM McDowell, M Melvin The review of economics and statistics, 155-160, 1983 | 206 | 1983 |
| The determinants and implications of the choice of an exchange rate system H Edison, M Melvin Monetary policy for a volatile global economy, 1-50, 1990 | 195 | 1990 |
| ‘Once-in-a-generation’yen volatility in 1998: fundamentals, intervention, and order flow J Cai, YL Cheung, RSK Lee, M Melvin Journal of international money and finance 20 (3), 327-347, 2001 | 189 | 2001 |
| The global transmission of volatility in the foreign exchange market M Melvin, BP Melvin Review of Economics and Statistics 85 (3), 670-679, 2003 | 186 | 2003 |
| Why has FX trading surged? Explaining the 2004 triennial survey G Galati, M Melvin BIS Quarterly Review, December, 2004 | 168 | 2004 |
| South African political unrest, oil prices, and the time varying risk premium in the gold futures market M Melvin, J Sultan The Journal of Futures Markets (1986-1998) 10 (2), 103, 1990 | 153 | 1990 |
| The choice of an exchange rate system and macroeconomic stability M Melvin Journal of Money, Credit and Banking 17 (4), 467-478, 1985 | 151 | 1985 |
| Asymmetric information and price discovery in the FX market: does Tokyo know more about the yen? V Covrig, M Melvin Journal of Empirical Finance 9 (3), 271-285, 2002 | 143 | 2002 |
| Sources of meteor showers and heat waves in the foreign exchange market KC Hogan Jr, MT Melvin Journal of International Economics 37 (3-4), 239-247, 1994 | 110 | 1994 |
| The vanishing liquidity effect of money on interest: Analysis and implications for policy M Melvin Economic Inquiry 21 (2), 188-202, 1983 | 98 | 1983 |
| Trade balance news and exchange rates: Is there a policy signal? K Hogan, M Melvin, DJ Roberts Journal of International Money and Finance 10, S90-S99, 1991 | 95 | 1991 |
| The global financial crisis: Causes, threats and opportunities. Introduction and overview M Melvin, MP Taylor Journal of International Money and Finance 28 (8), 1243-1245, 2009 | 92 | 2009 |
| The dollarization of Latin America as a market-enforced monetary reform: Evidence and implications M Melvin Economic Development and Cultural Change 36 (3), 543-558, 1988 | 92 | 1988 |
| Equity hedging and exchange rates at the London 4 pm fix M Melvin, J Prins Journal of Financial Markets 22, 50-72, 2015 | 78 | 2015 |
Takatoshi ItoColumbia University, School of International and Public AffairsVerified email at columbia.edu
