Asymmetric information, price discovery and macroeconomic announcements in FX market : do top trading bank know more?
Kate Phylaktis and Long Chen
| Year of publication: |
2010
|
|---|---|
| Authors: | Phylaktis, Kate ; Chen, Long |
| Published in: |
International journal of finance & economics : IJFE. - Chichester, Sussex : Wiley, ISSN 1076-9307, ZDB-ID 1324693-8. - Vol. 15.2010, 3, p. 228-246
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| Subject: | Market microstructure | foreign exchange markets | macroeconomic news announcements | price discovery | information shares | Ankündigungseffekt | Announcement effect | Devisenmarkt | Foreign exchange market | Asymmetrische Information | Asymmetric information | Marktmikrostruktur | Börsenkurs | Share price | Wechselkurs | Exchange rate | Volatilität | Volatility | Wirkungsanalyse | Impact assessment | Informationsverbreitung | Information dissemination |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10008702346