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1
Traders, market microstructure and exchange rate dynamics
Cheung, Yin-Wong
;
Chinn, Menzie David
-
1999
Persistent link: https://www.econbiz.de/10001428651
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2
Modeling the impacts of market activity on bid-ask spreads in the option market
Cho, Young-hye
;
Engle, Robert F.
-
1999
Persistent link: https://www.econbiz.de/10001415115
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3
Middlemen versus market makers : a
theory
of competitive exchange
Rust, John
;
Hall, George
-
2002
Persistent link: https://www.econbiz.de/10001663763
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4
Testing for market microstructure effects in intraday volatility : a reassessment of the Tokyo FX experiment
Anderson, Torben G.
;
Bollerslev, Tim
;
Das, Ashish
-
1998
Persistent link: https://www.econbiz.de/10000673940
Saved in:
5
Inventory information
Cao, H. Henry
;
Evans, Martin D. D.
;
Lyons, Richard K.
-
2003
Persistent link: https://www.econbiz.de/10001785488
Saved in:
6
Japan's big bang and the transformation of financial markets
Itō, Takatoshi
;
Melvin, Michael
-
1999
Persistent link: https://www.econbiz.de/10001400179
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7
Free lunch! : arbitrage opportunities in the foreign exchange markets
Itō, Takatoshi
;
Yamada, Kenta
;
Takayasu, Misako
; …
-
2012
Persistent link: https://www.econbiz.de/10009679692
Saved in:
8
Puzzles in the Forex Tokyo " fixing" : order imbalances and biased pricing by banks
Itō, Takatoshi
;
Yamada, Masahiro
-
2016
Persistent link: https://www.econbiz.de/10011574763
Saved in:
9
Foreign exchange order flow as a risk factor
Burnside, Craig
;
Cerrato, Mario
;
Zhang, Zhekai
-
2020
Persistent link: https://www.econbiz.de/10012237840
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10
When do central bank interventions influence intra-daily and longer-term exchange rate movements?
Dominguez, Kathryn M.
-
2003
Persistent link: https://www.econbiz.de/10001780120
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