News, Liquidity Dynamics and Intraday Jumps: Evidence from the HUF/EUR market
Year of publication: |
2013-08
|
---|---|
Authors: | FRÖMMEL, M. ; HAN, X. ; GYSEGEM, F. VAN |
Institutions: | Faculteit Economie en Bedrijfskunde, Universiteit Gent |
Subject: | microstructure | foreign exchange | jumps | liquidity | Hungary | limit order book |
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