The relation of trade size and price contribution in a traditional foreign exchange brokered market
Year of publication: |
2013
|
---|---|
Authors: | Ligon, James A. ; Liu, Hao-Chen |
Published in: |
Pacific-Basin Finance Journal. - Elsevier, ISSN 0927-538X. - Vol. 21.2013, 1, p. 1024-1045
|
Publisher: |
Elsevier |
Subject: | Foreign exchange | Microstructure | Stealth trading | Traditional inter-dealer broker |
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