Tick test accuracy in foreign exchange ECN markets
Walid Ben Omrane, Robert Welch
| Year of publication: |
May 2016
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|---|---|
| Authors: | Ben Omrane, Walid ; Welch, Robert L. |
| Published in: |
Research in international business and finance. - Amsterdam [u.a.] : Elsevier, ISSN 0275-5319, ZDB-ID 424514-3. - Vol. 37.2016, p. 135-152
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| Subject: | Tick rule | Signed trades | Foreign exchange ECN market | High-frequency data | Devisenmarkt | Foreign exchange market | Theorie | Theory | Wertpapierhandel | Securities trading | Elektronisches Handelssystem | Electronic trading |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.ribaf.2015.10.001 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011595146