{"id":"https://openalex.org/W184172189","doi":"https://doi.org/10.2139/ssrn.1484711","title":"Hedge Funds and the Origins of Private Information in Currency Markets","display_name":"Hedge Funds and the Origins of Private Information in Currency Markets","publication_year":2009,"publication_date":"2009-01-01","ids":{"openalex":"https://openalex.org/W184172189","doi":"https://doi.org/10.2139/ssrn.1484711","mag":"184172189"},"language":"en","primary_location":{"id":"doi:10.2139/ssrn.1484711","doi":"https://doi.org/10.2139/ssrn.1484711","is_oa":true,"landing_page_url":"https://doi.org/10.2139/ssrn.1484711","pdf_url":null,"source":{"id":"https://openalex.org/S4210172589","display_name":"SSRN Electronic Journal","issn_l":"1556-5068","issn":["1556-5068"],"is_oa":true,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":"https://openalex.org/I1318003438","host_organization_name":"RELX Group (Netherlands)","host_organization_lineage":["https://openalex.org/I1318003438"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"acceptedVersion","is_accepted":true,"is_published":false,"raw_source_name":null,"raw_type":"posted-content"},"volume":null,"type":"preprint","indexed_in":["crossref"],"open_access":{"is_oa":true,"oa_status":"green","oa_url":"https://doi.org/10.2139/ssrn.1484711","any_repository_has_fulltext":true},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5010133074","display_name":"Carol L. Osler","orcid":"https://orcid.org/0000-0003-0210-9512","observed_orcids":["https://orcid.org/0000-0003-0210-9512"]},"institutions":[{"id":"https://openalex.org/I6902469","display_name":"Brandeis University","ror":"https://ror.org/05abbep66","country_code":"US","type":"education","lineage":["https://openalex.org/I6902469"]}],"countries":["US"],"is_corresponding":true,"raw_author_name":"Carol L. Osler","raw_affiliation_strings":["Brandeis University - International Business School, Mailstop 32, Waltham, MA 02454-9110, United States","Brandeis University - International Business School"],"raw_orcid":"https://orcid.org/0000-0003-0210-9512","affiliations":[{"raw_affiliation_string":"Brandeis University - International Business School, Mailstop 32, Waltham, MA 02454-9110, United States","institution_ids":["https://openalex.org/I6902469"]},{"raw_affiliation_string":"Brandeis University - International Business School","institution_ids":["https://openalex.org/I6902469"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5046513396","display_name":"Vitaliy Vandrovych","orcid":null,"observed_orcids":[]},"institutions":[],"countries":[],"is_corresponding":false,"raw_author_name":"Vitaliy Vandrovych","raw_affiliation_strings":["State Street Global Advisors, ARC, 20 Churchill Place, Canary Wharf, London, London E14 5HJ, United Kingdom","State Street Global Advisors, Advanced Research Center, 20 Churchill Place, Canary Wharf, London, London E14 5HJ, United Kingdom","State Street Global Advisors, ARC"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"State Street Global Advisors, ARC, 20 Churchill Place, Canary Wharf, London, London E14 5HJ, United Kingdom","institution_ids":[]},{"raw_affiliation_string":"State Street Global Advisors, Advanced Research Center, 20 Churchill Place, Canary Wharf, London, London E14 5HJ, United Kingdom","institution_ids":[]},{"raw_affiliation_string":"State Street Global Advisors, ARC","institution_ids":[]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":1,"corresponding_author_ids":["https://openalex.org/A5010133074"],"corresponding_institution_ids":["https://openalex.org/I6902469"],"apc_list":null,"apc_paid":null,"fwci":null,"has_fulltext":false,"cited_by_count":21,"citation_normalized_percentile":null,"cited_by_percentile_year":null,"biblio":{"volume":null,"issue":null,"first_page":null,"last_page":null},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T10047","display_name":"Financial Markets and Investment Strategies","score":0.9994999766349792,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},"topics":[{"id":"https://openalex.org/T10047","display_name":"Financial Markets and Investment Strategies","score":0.9994999766349792,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T10282","display_name":"Financial Risk and Volatility Modeling","score":9.999999747378752e-05,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T10127","display_name":"Banking stability, regulation, efficiency","score":9.999999747378752e-05,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/hedge-funds","display_name":"hedge funds","score":0.9990000128746033},{"id":"https://openalex.org/keywords/private-information","display_name":"private information","score":0.9440000057220459},{"id":"https://openalex.org/keywords/foreign-exchange-market","display_name":"foreign exchange market","score":0.925000011920929},{"id":"https://openalex.org/keywords/forex-trading","display_name":"foreign exchange trading","score":0.7350000143051147},{"id":"https://openalex.org/keywords/market-microstructure","display_name":"market microstructure","score":0.6819999814033508},{"id":"https://openalex.org/keywords/institutional-investors","display_name":"institutional investors","score":0.6669999957084656},{"id":"https://openalex.org/keywords/central-bank","display_name":"central bank","score":0.5910000205039978},{"id":"https://openalex.org/keywords/information-aggregation","display_name":"information aggregation","score":0.43700000643730164},{"id":"https://openalex.org/keywords/currency-transactions","display_name":"currency transactions","score":0.37599998712539673}],"concepts":[{"id":"https://openalex.org/C2780154274","wikidata":"https://www.wikidata.org/wiki/Q7126717","display_name":"Download","level":2,"score":0.8189423084259033},{"id":"https://openalex.org/C141121606","wikidata":"https://www.wikidata.org/wiki/Q8142","display_name":"Currency","level":2,"score":0.7393556833267212},{"id":"https://openalex.org/C204434749","wikidata":"https://www.wikidata.org/wiki/Q105611","display_name":"Hedge fund","level":2,"score":0.6652398109436035},{"id":"https://openalex.org/C144133560","wikidata":"https://www.wikidata.org/wiki/Q4830453","display_name":"Business","level":0,"score":0.5687905550003052},{"id":"https://openalex.org/C99221444","wikidata":"https://www.wikidata.org/wiki/Q1532069","display_name":"Private information retrieval","level":2,"score":0.5395961999893188},{"id":"https://openalex.org/C108827166","wikidata":"https://www.wikidata.org/wiki/Q175975","display_name":"Internet privacy","level":1,"score":0.32815295457839966},{"id":"https://openalex.org/C73283319","wikidata":"https://www.wikidata.org/wiki/Q1416617","display_name":"Financial system","level":1,"score":0.32564830780029297},{"id":"https://openalex.org/C556758197","wikidata":"https://www.wikidata.org/wiki/Q580018","display_name":"Monetary economics","level":1,"score":0.3013957738876343},{"id":"https://openalex.org/C136764020","wikidata":"https://www.wikidata.org/wiki/Q466","display_name":"World Wide Web","level":1,"score":0.28435492515563965},{"id":"https://openalex.org/C10138342","wikidata":"https://www.wikidata.org/wiki/Q43015","display_name":"Finance","level":1,"score":0.27772659063339233},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.27308931946754456},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.19712671637535095},{"id":"https://openalex.org/C38652104","wikidata":"https://www.wikidata.org/wiki/Q3510521","display_name":"Computer security","level":1,"score":0.19081264734268188}],"mesh":[],"locations_count":1,"locations":[{"id":"doi:10.2139/ssrn.1484711","doi":"https://doi.org/10.2139/ssrn.1484711","is_oa":true,"landing_page_url":"https://doi.org/10.2139/ssrn.1484711","pdf_url":null,"source":{"id":"https://openalex.org/S4210172589","display_name":"SSRN Electronic Journal","issn_l":"1556-5068","issn":["1556-5068"],"is_oa":true,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":"https://openalex.org/I1318003438","host_organization_name":"RELX Group (Netherlands)","host_organization_lineage":["https://openalex.org/I1318003438"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"acceptedVersion","is_accepted":true,"is_published":false,"raw_source_name":null,"raw_type":"posted-content"}],"best_oa_location":{"id":"doi:10.2139/ssrn.1484711","doi":"https://doi.org/10.2139/ssrn.1484711","is_oa":true,"landing_page_url":"https://doi.org/10.2139/ssrn.1484711","pdf_url":null,"source":{"id":"https://openalex.org/S4210172589","display_name":"SSRN Electronic Journal","issn_l":"1556-5068","issn":["1556-5068"],"is_oa":true,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":"https://openalex.org/I1318003438","host_organization_name":"RELX Group (Netherlands)","host_organization_lineage":["https://openalex.org/I1318003438"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"acceptedVersion","is_accepted":true,"is_published":false,"raw_source_name":null,"raw_type":"posted-content"},"sustainable_development_goals":[],"study_designs":[],"awards":[],"funders":[],"has_content":{"grobid_xml":false,"pdf":false},"content_urls":null,"referenced_works_count":34,"referenced_works":["https://openalex.org/W1517142670","https://openalex.org/W1567754328","https://openalex.org/W1572909356","https://openalex.org/W1616682228","https://openalex.org/W1981881096","https://openalex.org/W1985808284","https://openalex.org/W1992799117","https://openalex.org/W2001770658","https://openalex.org/W2035416181","https://openalex.org/W2043881376","https://openalex.org/W2050031929","https://openalex.org/W2055797430","https://openalex.org/W2062122835","https://openalex.org/W2065718124","https://openalex.org/W2071345057","https://openalex.org/W2080887613","https://openalex.org/W2089897900","https://openalex.org/W2108032253","https://openalex.org/W2140945868","https://openalex.org/W2155449817","https://openalex.org/W2287745959","https://openalex.org/W2570892994","https://openalex.org/W2891277295","https://openalex.org/W3020973363","https://openalex.org/W3021500197","https://openalex.org/W3022473169","https://openalex.org/W3121586210","https://openalex.org/W3123696644","https://openalex.org/W3124405065","https://openalex.org/W3124883673","https://openalex.org/W3125773637","https://openalex.org/W3125782682","https://openalex.org/W4247454715","https://openalex.org/W4285719527"],"related_works":["https://openalex.org/W2322928057","https://openalex.org/W7097005900","https://openalex.org/W3123593360","https://openalex.org/W119633974","https://openalex.org/W7099830752","https://openalex.org/W1674024299","https://openalex.org/W2199469723","https://openalex.org/W2074430424","https://openalex.org/W2247354436","https://openalex.org/W3142532212"],"abstract_inverted_index":null,"counts_by_year":[{"year":2023,"cited_by_count":1},{"year":2021,"cited_by_count":1},{"year":2020,"cited_by_count":3},{"year":2018,"cited_by_count":1},{"year":2017,"cited_by_count":1},{"year":2015,"cited_by_count":3},{"year":2013,"cited_by_count":2},{"year":2012,"cited_by_count":4}],"updated_date":"2026-11-03T10:50:19.383937","created_date":"2016-06-24T00:00:00"}
