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D-Index & Metrics

Economics and Finance

D-Index
34
Citations
4953
World Ranking
3111
National Ranking
1699

Research.com Recognitions

  • 1942 - Fellow of the American Association for the Advancement of Science (AAAS)

Overview

Michael Melvin is affiliated with the University of California, San Diego in the United States. Their research primarily spans the field of Economics, Econometrics, and Finance, with a focus on subfields such as Finance, General Economics, Econometrics and Finance, Accounting, and Management Science and Operations Research.

The topics covered by Melvin's work include:

  • Global Financial Crisis and Policies
  • Monetary Policy and Economic Impact
  • Market Dynamics and Volatility
  • Financial Markets and Investment Strategies
  • Economic Theory and Policy
  • Stock Market Forecasting Methods
  • Banking Stability, Regulation, Efficiency

Frequent publication venues for Melvin's research include:

  • SSRN Electronic Journal
  • Journal of Financial Markets
  • Journal of money credit and banking
  • The Journal of Impact and ESG Investing
  • Practical Applications

Frequent collaborators in Melvin's research projects are:

  • Stefan C. Norrbin
  • Min Yi Li
  • Wenqiang Pan
  • Petra Wikstrom
  • Frank Westermann

Highlighted recent publications by Michael Melvin include:

  • Retaining alpha: The effect of trade size and rebalancing frequency on FX strategy returns, 2020, Journal of Financial Markets
  • Chinese Exchange Rate Policy: Lessons for Global Investors, 2021, Journal of money credit and banking
  • Retaining Alpha: The Effect of Trade Size and Rebalancing Frequency on FX Strategy Returns, 2020, SSRN Electronic Journal
  • Chinese Exchange Rate Policy: Lessons for Global Investors, 2020, SSRN Electronic Journal
  • Trading with the Informed and Against the Uninformed: Flows and Positioning in the Global Currency Market, 2022, SSRN Electronic Journal

Michael Melvin was awarded the distinction of Fellow of the American Association for the Advancement of Science (AAAS) in 1942.

Best Publications

  • The Crisis in the Foreign Exchange Market

    Michael Melvin;Mark P Taylor

  • Is There Private Information in the FX Market? The Tokyo Experiment

    Takatoshi Ito;Richard K. Lyons;Michael T. Melvin

  • Bid—ask spreads and volatility in the foreign exchange market: An empirical analysis

    Tim Bollerslev;Michael Melvin

  • Internationally cross-listed stock prices during overlapping trading hours: price discovery and exchange rate effects

    Joachim Grammig;Michael Melvin;Christian Schlag

  • Public Information Arrival, Exchange Rate Volatility, and Quote Frequency

    Michael Melvin;Xixi Yin

  • The Determinants of Co-Authorship: An Analysis of the Economics Literature

    John M. McDowell;Michael Melvin

  • ‘Once-in-a-generation’ yen volatility in 1998: fundamentals, intervention, and order flow

    Jun Cai;Yan-Leung Cheung;Raymond S.K. Lee;Michael Melvin

  • The Global Transmission of Volatility in the Foreign Exchange Market

    Michael Melvin;Bettina Peiers Melvin

  • South African political unrest, oil prices, and the time varying risk premium in the gold futures market

    Michael Melvin;Jahangir Sultan

  • Asymmetric information and price discovery in the FX market: does Tokyo know more about the yen?

    Vicentiu Covrig;Michael Melvin

  • The Choice of an Exchange Rate System and Macroeconomic Stability

    Michael Melvin

  • Why has FX trading surged? Explaining the 2004 triennial survey

    Gabriele Galati;Michael Melvin;Michael Melvin

  • Sources of meteor showers and heat waves in the foreign exchange market

    Kedreth C. Hogan;Michael T. Melvin

  • Exchange Rate Management in Emerging Markets: Intervention via an Electronic Limit Order Book

    Michael Melvin;Lukas Menkhoff;Maik Schmeling

  • The global financial crisis: causes, threats and opportunities. Introduction and overview

    Michael Melvin;Mark P. Taylor;Mark P. Taylor

  • THE VANISHING LIQUIDITY EFFECT OF MONEY ON INTEREST: ANALYSIS AND IMPLICATIONS FOR POLICY

    Michael Melvin

  • Trade balance news and exchange rates: Is there a policy signal?

    Ked Hogan;Michael Melvin;Dan J. Roberts

  • A stock market boom during a financial crisis

    Michael Melvin

  • The Dollarization of Latin America as a Market-Enforced Monetary Reform: Evidence and Implications

    Michael Melvin

  • Expected Inflation, Taxation, and Interest Rates: The Delusion of Fiscal Illusion

    Michael Melvin

  • The Dark Side of International Cross‐Listing: Effects on Rival Firms at Home

    Michael Melvin;Magali Valero

  • 'Once-in-a-Generation' Yen Volatility in 1998: Fundamentals, Intervention, and Order Flow

    Jun Cai;Stephen Yan-Leung Cheung;Raymond S. Lee;Michael Melvin;Michael Melvin

Frequent Co-Authors

Takatoshi Ito
Takatoshi Ito Columbia University
Lukas Menkhoff
Lukas Menkhoff German Institute for Economic Research
Mark P. Taylor
Mark P. Taylor Washington University in St. Louis
Richard K. Lyons
Richard K. Lyons University of California, Berkeley
Tim Bollerslev
Tim Bollerslev Duke University
Michael D. Bordo
Michael D. Bordo Rutgers, The State University of New Jersey
Thomas D. Willett
Thomas D. Willett Claremont Graduate University
Anna J. Schwartz
Anna J. Schwartz National Bureau of Economic Research
Yan-Leung Cheung
Yan-Leung Cheung Saint Francis University
Ali M. Kutan
Ali M. Kutan Southern Illinois University Edwardsville

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